推导过程参考自陈希孺《数理统计学教程》1.4节,在原文基础上补充了一些细节。
文章目录
预备知识
标准正态分布
- 概率密度函数: φ ( x ) = 1 2 π e − x 2 2 \varphi(x)=\frac{1}{\sqrt{2\pi}}e^{-\frac{x^2}{2}} φ(x)=2π1e−2x2
- 分布函数: ϕ ( x ) = ∫ − ∞ x 1 2 π e − t 2 2 d t \phi(x)=\int_{-\infty}^{x}\frac{1}{\sqrt{2\pi}}e^{-\frac{t^2}{2}}\text{d} t ϕ(x)=∫−∞x2π1e−2t2dt
Γ \Gamma Γ函数(伽马函数)
- 定义: Γ ( s ) = ∫ 0 + ∞ e − t t s − 1 d t \Gamma(s)=\int_{0}^{+\infty}e^{-t}t^{s-1}\text{d} t Γ(s)=∫0+∞e−tts−1dt
- 递推公式: Γ ( s + 1 ) = s Γ ( s ) , ( s > 0 ) \Gamma(s+1)=s\Gamma(s),\space(s>0) Γ(s+1)=sΓ(s), (s>0)
- 几个重要的值: Γ ( 1 ) = 1 \Gamma(1)=1 Γ(1)=1, Γ ( 1 2 ) = π \Gamma(\frac{1}{2})=\sqrt{\pi} Γ(21)=π
推导目标
已知有 n n n个独立同分布的随机变量 Y 1 , Y 2 , ⋯ , Y n Y_1,Y_2,\cdots,Y_n Y1,Y2,⋯,Yn,它们均服从标准正态分布 N ( 0 , 1 ) N(0,1) N(0,1)。
求 X = ∑ i = 1 n Y i 2 X=\sum\limits_{i=1}^{n}Y_i^2 X=i=1∑nYi2的概率密度函数。
推导过程
当 x ⩽ 0 x \leqslant 0 x⩽0时,显然有 X = ∑ i = 1 n Y i 2 ⩾ 0 ⩾ x X=\sum\limits_{i=1}^{n}Y_i^2 \geqslant 0 \geqslant x X=i=1∑nYi2⩾0⩾x。于是 P ( X < x ) = 0 P(X < x) = 0 P(X<x)=0, p ( x ) = 0 p(x) = 0 p(x)=0。下面针对 x > 0 x > 0 x>0的情况进行推导。
我们使用分布函数法,先计算分布函数 F X ( x ) = P ( X < x ) F_{X}(x) = P(X<x) FX(x)=P(X<x),再对它求导得到概率密度函数。
简单情况
我们先推导 n = 1 n=1 n=1和 n = 2 n=2 n=2时的情况。从简单情况出发,可以更好地把握整体思路。
n
=
1
n = 1
n=1时,有
F
X
(
x
)
=
P
(
X
<
x
)
=
P
(
Y
1
2
<
x
)
=
∫
−
x
x
1
2
π
e
−
t
2
2
d
t
,
(1)
F_{X}(x) = P(X<x) = P(Y_1^2 < x) = \int_{-\sqrt{x}}^{\sqrt{x}} \frac{1}{\sqrt{2\pi}}e^{-\frac{t^2}{2}}\text{d} t \thinspace,\tag{1}
FX(x)=P(X<x)=P(Y12<x)=∫−xx2π1e−2t2dt,(1)求导得
p
(
x
)
=
F
X
′
(
x
)
=
1
2
π
e
−
x
2
(
1
2
x
−
(
−
1
2
x
)
)
=
1
2
π
e
−
x
2
x
−
1
2
。
(2)
p(x) = F_{X}'(x) = \frac{1}{\sqrt{2\pi}} e^{-\frac{x}{2}}(\frac{1}{2\sqrt{x}}-(-\frac{1}{2\sqrt{x}})) = \frac{1}{\sqrt{2\pi}} e^{-\frac{x}{2}}x^{-\frac{1}{2}} \thinspace。\tag{2}
p(x)=FX′(x)=2π1e−2x(2x1−(−2x1))=2π1e−2xx−21。(2)
n
=
2
n = 2
n=2时,有
F
X
(
x
)
=
P
(
Y
1
2
+
Y
2
2
<
x
)
=
∬
D
1
2
π
e
−
x
1
2
+
x
2
2
2
d
x
1
d
x
2
=
1
2
π
∫
0
2
π
d
θ
∫
0
x
e
−
r
2
2
r
d
r
=
−
e
−
r
2
2
∣
0
x
=
1
−
e
−
x
2
,
(3)
\begin{aligned} F_{X}(x) &= P(Y_1^2+Y_2^2 < x) \\ &= \begin{array}{c}\iint \\ D\end{array} \frac{1}{2\pi}e^{-\frac{x_1^2+x_2^2}{2}}\text{d} x_1 \text{d} x_2 \\ &= \frac{1}{2\pi}\int_{0}^{2\pi}\text{d}\theta\int_{0}^{\sqrt{x}}e^{-\frac{r^2}{2}}r \text{d} r \\ &= -e^{-\frac{r^2}{2}} {\Bigg|}_0^{\sqrt{x}} \\ &= 1-e^{-\frac{x}{2}} \thinspace, \end{aligned} \tag{3}
FX(x)=P(Y12+Y22<x)=∬D2π1e−2x12+x22dx1dx2=2π1∫02πdθ∫0xe−2r2rdr=−e−2r2∣∣∣∣∣0x=1−e−2x,(3)其中
D
D
D表示圆
{
(
x
1
,
x
2
)
∣
x
1
2
+
x
2
2
<
x
}
\{(x_1,x_2)|x_1^2+x_2^2<x\}
{(x1,x2)∣x12+x22<x}。求导得
p
(
x
)
=
F
X
′
(
x
)
=
1
2
e
−
x
2
。
(4)
p(x) = F_{X}'(x) = \frac{1}{2} e^{-\frac{x}{2}} \thinspace。\tag{4}
p(x)=FX′(x)=21e−2x。(4)
正式推导
同样地,我们先写出
P
(
X
<
x
)
P(X<x)
P(X<x)的表达式
P
(
X
<
x
)
=
P
(
∑
i
=
1
n
Y
i
2
<
x
)
=
(
2
π
)
−
n
2
∫
⋯
∫
B
e
−
1
2
∑
i
=
1
n
x
i
2
d
x
1
⋯
d
x
n
,
(5)
P(X<x) = P(\sum\limits_{i=1}^{n}Y_i^2 < x) = (2\pi)^{-\frac{n}{2}}\begin{array}{c}\int\cdots\int \\ B\end{array}e^{-\frac{1}{2}\sum\limits_{i=1}^{n} x_i^2} \text{d} x_1\cdots \text{d} x_n \thinspace,\tag{5}
P(X<x)=P(i=1∑nYi2<x)=(2π)−2n∫⋯∫Be−21i=1∑nxi2dx1⋯dxn,(5)其中
B
B
B为球体
{
(
x
1
,
⋯
,
x
n
)
∣
∑
i
=
1
n
x
i
2
<
x
}
\{(x_1,\cdots,x_n)|\sum\limits_{i=1}^{n}x_i^2 < x\}
{(x1,⋯,xn)∣i=1∑nxi2<x}。
根据
n
n
n维球坐标的雅可比行列式(详细计算过程见后文)
J
=
∂
(
x
1
,
x
2
,
⋯
x
n
)
∂
(
r
,
θ
1
,
⋯
θ
n
−
1
)
=
r
n
−
1
sin
n
−
2
θ
1
sin
n
−
3
θ
2
⋯
sin
θ
n
−
2
,
(6)
\mathcal{J} = \frac{\partial(x_1,x_2,\cdots x_n)}{\partial(r,\theta_1,\cdots \theta_{n-1})} = r^{n-1}\sin^{n-2}\theta_1 \sin^{n-3}\theta_2\cdots \sin\theta_{n-2} \thinspace,\tag{6}
J=∂(r,θ1,⋯θn−1)∂(x1,x2,⋯xn)=rn−1sinn−2θ1sinn−3θ2⋯sinθn−2,(6)并且令
c
n
=
(
2
π
)
−
n
2
∫
0
π
sin
n
−
2
θ
1
d
θ
1
⋯
∫
0
π
sin
θ
n
−
2
d
θ
n
−
2
∫
0
2
π
d
θ
n
−
1
(7)
c_n = (2\pi)^{-\frac{n}{2}} \int_0^{\pi}\sin^{n-2}\theta_1\text{d}\theta_1\cdots \int_0^{\pi}\sin\theta_{n-2}\text{d}\theta_{n-2} \int_0^{2\pi}\text{d}\theta_{n-1} \tag{7}
cn=(2π)−2n∫0πsinn−2θ1dθ1⋯∫0πsinθn−2dθn−2∫02πdθn−1(7)是某个与
n
n
n有关的常数,从而公式
(
5
)
(5)
(5)可化简为
P
(
X
<
x
)
=
c
n
∫
0
x
e
−
r
2
2
r
n
−
1
d
r
。
(8)
P(X<x) = c_n \int_0^{\sqrt{x}}e^{-\frac{r^2}{2}}r^{n-1}\text{d} r \thinspace。\tag{8}
P(X<x)=cn∫0xe−2r2rn−1dr。(8)
接下来我们需要计算
c
n
c_n
cn。其实
c
n
c_n
cn可以直接使用公式
(
7
)
(7)
(7)来计算(会稍微复杂一点,详细计算过程在后文中给出),但是《数理统计学教程》中给出了一种更为巧妙和精简的方法,摘录如下:
1
=
lim
x
→
+
∞
P
(
X
<
x
)
=
c
n
∫
0
+
∞
e
−
r
2
2
r
n
−
1
d
r
=
r
=
2
t
c
n
∫
0
+
∞
e
−
t
(
2
t
)
n
−
1
d
2
t
=
c
n
⋅
(
2
)
n
∫
0
+
∞
e
−
t
(
t
)
n
−
1
1
2
t
d
t
=
c
n
⋅
2
n
2
−
1
Γ
(
n
2
)
,
(9)
\begin{aligned} 1 &\space\space\,=\space\space\, \lim\limits_{x\rightarrow+\infty}P(X<x) \\ &\space\space\,=\space\space\, c_n \int_0^{+\infty}e^{-\frac{r^2}{2}}r^{n-1}\text{d} r \\ &\overset{r=\sqrt{2t}}{=} c_n \int_0^{+\infty}e^{-t}(\sqrt{2t})^{n-1}\text{d}\sqrt{2t} \\ &\space\space\,=\space\space\, c_n\cdot (\sqrt{2})^n\int_0^{+\infty}e^{-t}(\sqrt{t})^{n-1}\frac{1}{2\sqrt{t}}\text{d} t \\ &\space\space\,=\space\space\, c_n\cdot 2^{\frac{n}{2}-1}\Gamma(\frac{n}{2}) \thinspace, \end{aligned} \tag{9}
1 = x→+∞limP(X<x) = cn∫0+∞e−2r2rn−1dr=r=2tcn∫0+∞e−t(2t)n−1d2t = cn⋅(2)n∫0+∞e−t(t)n−12t1dt = cn⋅22n−1Γ(2n),(9)于是解得
c
n
=
2
1
−
n
2
⋅
1
Γ
(
n
/
2
)
。
(10)
c_n = 2^{1-\frac{n}{2}}\cdot \frac{1}{\Gamma(n/2)} \thinspace。\tag{10}
cn=21−2n⋅Γ(n/2)1。(10)将
c
n
c_n
cn代入公式
(
8
)
(8)
(8)并求导,即可得到
p
(
x
)
=
d
d
x
P
(
X
<
x
)
=
c
n
(
e
−
x
2
x
n
−
1
2
⋅
1
2
x
−
0
)
=
1
2
n
/
2
Γ
(
n
/
2
)
e
−
x
2
x
n
2
−
1
。
(11)
p(x) = \frac{\text{d}}{\text{d}x} P(X<x) = c_n(e^{-\frac{x}{2}}x^{\frac{n-1}{2}}\cdot\frac{1}{2\sqrt{x}} - 0) = \frac{1}{2^{n/2}\Gamma(n/2)}e^{-\frac{x}{2}}x^{\frac{n}{2}-1} \thinspace。\tag{11}
p(x)=dxdP(X<x)=cn(e−2xx2n−1⋅2x1−0)=2n/2Γ(n/2)1e−2xx2n−1。(11)
综上,
X
X
X的概率密度函数为
p
(
x
)
=
{
1
2
n
/
2
Γ
(
n
/
2
)
e
−
x
2
x
n
2
−
1
,
x
>
0
0
,
x
⩽
0
。
(12)
p(x) = \left\{\begin{array}{cc} \frac{1}{2^{n/2}\Gamma(n/2)}e^{-\frac{x}{2}}x^{\frac{n}{2}-1}, & x>0 \\ 0, & x\leqslant 0 \end{array}\right. \thinspace。\tag{12}
p(x)={2n/2Γ(n/2)1e−2xx2n−1,0,x>0x⩽0。(12)
补充说明
对于公式 ( 6 ) (6) (6)和公式 ( 7 ) (7) (7), n n n要满足 n ⩾ 3 n\geqslant 3 n⩾3是一个比较直观的想法。为了避免麻烦,我们可以直接说明 n = 1 n=1 n=1和 n = 2 n=2 n=2时的情况(即公式 ( 2 ) (2) (2)和公式 ( 4 ) (4) (4))满足公式 ( 12 ) (12) (12)。
n n n维球坐标雅可比行列式的计算
以下内容摘录自https://www.zhihu.com/question/332530250/answer/781120941
n
n
n维球坐标变换如下:
{
x
1
=
r
cos
θ
1
x
2
=
r
sin
θ
1
cos
θ
2
x
3
=
r
sin
θ
1
sin
θ
2
cos
θ
3
⋯
x
n
−
1
=
r
sin
θ
1
sin
θ
2
⋯
sin
θ
n
−
2
cos
θ
n
−
1
x
n
=
r
sin
θ
1
sin
θ
2
⋯
sin
θ
n
−
2
sin
θ
n
−
1
,
(13)
\left\{\begin{aligned} x_1 &= r\cos\theta_1 \\ x_2 &= r\sin\theta_1\cos\theta_2 \\ x_3 &= r\sin\theta_1\sin\theta_2\cos\theta_3 \\ &\cdots \\ x_{n-1} &= r\sin\theta_1\sin\theta_2\cdots \sin\theta_{n-2}\cos\theta_{n-1} \\ x_n &= r\sin\theta_1\sin\theta_2\cdots \sin\theta_{n-2}{\color{red}\;\sin\,}\theta_{n-1} \\ \end{aligned}\right. \thinspace,\tag{13}
⎩⎪⎪⎪⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎪⎪⎪⎧x1x2x3xn−1xn=rcosθ1=rsinθ1cosθ2=rsinθ1sinθ2cosθ3⋯=rsinθ1sinθ2⋯sinθn−2cosθn−1=rsinθ1sinθ2⋯sinθn−2sinθn−1,(13)其中
{
0
⩽
r
⩽
R
0
⩽
θ
1
⩽
π
0
⩽
θ
2
⩽
π
⋯
0
⩽
θ
n
−
2
⩽
π
0
⩽
θ
n
−
1
⩽
2
π
。
(14)
\left\{\begin{aligned} &0 \leqslant r \leqslant R \\ &0 \leqslant \theta_1 \leqslant \pi \\ &0 \leqslant \theta_2 \leqslant \pi \\ &\cdots \\ &0 \leqslant \theta_{n-2} \leqslant \pi \\ &0 \leqslant \theta_{n-1} \leqslant {\color{red} 2}\pi \\ \end{aligned}\right. \thinspace。\tag{14}
⎩⎪⎪⎪⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎪⎪⎪⎧0⩽r⩽R0⩽θ1⩽π0⩽θ2⩽π⋯0⩽θn−2⩽π0⩽θn−1⩽2π。(14)由雅可比行列式的定义和矩阵转置的行列式不变,有
J
=
∂
(
x
1
,
x
2
,
⋯
x
n
)
∂
(
r
,
θ
1
,
⋯
θ
n
−
1
)
=
∣
∂
x
1
∂
r
∂
x
1
∂
θ
1
⋯
∂
x
1
∂
θ
n
−
1
∂
x
2
∂
r
∂
x
2
∂
θ
1
⋯
∂
x
2
∂
θ
n
−
1
⋮
⋮
⋱
⋮
∂
x
n
∂
r
∂
x
n
∂
θ
1
⋯
∂
x
n
∂
θ
n
−
1
∣
=
∣
∂
x
1
∂
r
∂
x
2
∂
r
⋯
∂
x
n
∂
r
∂
x
1
∂
θ
1
∂
x
2
∂
θ
1
⋯
∂
x
n
∂
θ
1
⋮
⋮
⋱
⋮
∂
x
1
∂
θ
n
−
1
∂
x
2
∂
θ
n
−
1
⋯
∂
x
n
∂
θ
n
−
1
∣
。
(15)
\mathcal{J} = \frac{\partial(x_1,x_2,\cdots x_n)}{\partial(r,\theta_1,\cdots \theta_{n-1})} = \left|\begin{array}{cccc} \frac{\partial x_1}{\partial r} & \frac{\partial x_1}{\partial \theta_1} & \cdots & \frac{\partial x_1}{\partial \theta_{n-1}} \\ \frac{\partial x_2}{\partial r} & \frac{\partial x_2}{\partial \theta_1} & \cdots & \frac{\partial x_2}{\partial \theta_{n-1}} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial x_n}{\partial r} & \frac{\partial x_n}{\partial \theta_1} & \cdots & \frac{\partial x_n}{\partial \theta_{n-1}} \\ \end{array}\right| = \left|\begin{array}{cccc} \frac{\partial x_1}{\partial r} & \frac{\partial x_2}{\partial r} & \cdots & \frac{\partial x_n}{\partial r} \\ \frac{\partial x_1}{\partial \theta_1} & \frac{\partial x_2}{\partial \theta_1} & \cdots & \frac{\partial x_n}{\partial \theta_1} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial x_1}{\partial \theta_{n-1}} & \frac{\partial x_2}{\partial \theta_{n-1}} & \cdots & \frac{\partial x_n}{\partial \theta_{n-1}} \\ \end{array}\right| \thinspace。\tag{15}
J=∂(r,θ1,⋯θn−1)∂(x1,x2,⋯xn)=∣∣∣∣∣∣∣∣∣∣∂r∂x1∂r∂x2⋮∂r∂xn∂θ1∂x1∂θ1∂x2⋮∂θ1∂xn⋯⋯⋱⋯∂θn−1∂x1∂θn−1∂x2⋮∂θn−1∂xn∣∣∣∣∣∣∣∣∣∣=∣∣∣∣∣∣∣∣∣∂r∂x1∂θ1∂x1⋮∂θn−1∂x1∂r∂x2∂θ1∂x2⋮∂θn−1∂x2⋯⋯⋱⋯∂r∂xn∂θ1∂xn⋮∂θn−1∂xn∣∣∣∣∣∣∣∣∣。(15)分别计算出各项导数
J
=
∣
cos
θ
1
sin
θ
1
cos
θ
2
sin
θ
1
sin
θ
2
cos
θ
3
⋯
∏
i
=
1
n
−
2
sin
θ
i
cos
θ
n
−
1
∏
i
=
1
n
−
1
sin
θ
i
−
r
sin
θ
1
r
cos
θ
1
cos
θ
2
r
cos
θ
1
sin
θ
2
cos
θ
3
⋯
r
cos
θ
1
∏
i
=
2
n
−
2
sin
θ
i
cos
θ
n
−
1
r
cos
θ
1
∏
i
=
2
n
−
1
sin
θ
i
0
−
r
sin
θ
1
sin
θ
2
r
sin
θ
1
cos
θ
2
cos
θ
3
⋯
r
cos
θ
2
∏
i
=
1
i
≠
2
n
−
2
sin
θ
i
cos
θ
n
−
1
r
cos
θ
2
∏
i
=
1
i
≠
2
n
−
1
sin
θ
i
⋮
⋮
⋮
⋱
⋮
⋮
0
0
0
⋯
r
cos
θ
n
−
2
∏
i
=
1
n
−
3
sin
θ
i
cos
θ
n
−
1
r
cos
θ
n
−
2
∏
i
=
1
i
≠
n
−
2
n
−
1
sin
θ
i
0
0
0
⋯
−
r
∏
i
=
1
n
−
1
sin
θ
i
r
cos
θ
n
−
1
∏
i
=
1
n
−
2
sin
θ
i
∣
。
(16)
\mathcal{J} = \left|\begin{array}{cccccc} \cos\theta_1 & \sin\theta_1\cos\theta_2 & \sin\theta_1\sin\theta_2\cos\theta_3 & \cdots & \prod\limits_{i=1}^{n-2}\sin\theta_i\cos\theta_{n-1} & \prod\limits_{i=1}^{n-1}\sin\theta_i \\ -r\sin\theta_1 & r\cos\theta_1\cos\theta_2 & r\cos\theta_1\sin\theta_2\cos\theta_3 & \cdots & r\cos\theta_1\prod\limits_{i=2}^{n-2}\sin\theta_i\cos\theta_{n-1} & r\cos\theta_1\prod\limits_{i=2}^{n-1}\sin\theta_i \\ 0 & -r\sin\theta_1\sin\theta_2 & r\sin\theta_1\cos\theta_2\cos\theta_3 & \cdots & r\cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-2}\sin\theta_i\cos\theta_{n-1} & r\cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-1}\sin\theta_i \\ \vdots & \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 0 & 0 & \cdots & r\cos\theta_{n-2}\prod\limits_{i=1}^{n-3}\sin\theta_i\cos\theta_{n-1} & r\cos\theta_{n-2}\prod\limits_{i=1\atop i\neq n-2}^{n-1}\sin\theta_i \\ 0 & 0 & 0 & \cdots & -r\prod\limits_{i=1}^{n-1}\sin\theta_i & r\cos\theta_{n-1}\prod\limits_{i=1}^{n-2}\sin\theta_i \\ \end{array}\right| \thinspace。\tag{16}
J=∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣cosθ1−rsinθ10⋮00sinθ1cosθ2rcosθ1cosθ2−rsinθ1sinθ2⋮00sinθ1sinθ2cosθ3rcosθ1sinθ2cosθ3rsinθ1cosθ2cosθ3⋮00⋯⋯⋯⋱⋯⋯i=1∏n−2sinθicosθn−1rcosθ1i=2∏n−2sinθicosθn−1rcosθ2i=2i=1∏n−2sinθicosθn−1⋮rcosθn−2i=1∏n−3sinθicosθn−1−ri=1∏n−1sinθii=1∏n−1sinθircosθ1i=2∏n−1sinθircosθ2i=2i=1∏n−1sinθi⋮rcosθn−2i=n−2i=1∏n−1sinθircosθn−1i=1∏n−2sinθi∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣。(16)从第二行到最后一行提出公因式
r
r
r,得到
J
=
r
n
−
1
∣
cos
θ
1
sin
θ
1
cos
θ
2
sin
θ
1
sin
θ
2
cos
θ
3
⋯
∏
i
=
1
n
−
2
sin
θ
i
cos
θ
n
−
1
∏
i
=
1
n
−
1
sin
θ
i
−
sin
θ
1
cos
θ
1
cos
θ
2
cos
θ
1
sin
θ
2
cos
θ
3
⋯
cos
θ
1
∏
i
=
2
n
−
2
sin
θ
i
cos
θ
n
−
1
cos
θ
1
∏
i
=
2
n
−
1
sin
θ
i
0
−
sin
θ
1
sin
θ
2
sin
θ
1
cos
θ
2
cos
θ
3
⋯
cos
θ
2
∏
i
=
1
i
≠
2
n
−
2
sin
θ
i
cos
θ
n
−
1
cos
θ
2
∏
i
=
1
i
≠
2
n
−
1
sin
θ
i
⋮
⋮
⋮
⋱
⋮
⋮
0
0
0
⋯
cos
θ
n
−
2
∏
i
=
1
n
−
3
sin
θ
i
cos
θ
n
−
1
cos
θ
n
−
2
∏
i
=
1
i
≠
n
−
2
n
−
1
sin
θ
i
0
0
0
⋯
−
∏
i
=
1
n
−
1
sin
θ
i
cos
θ
n
−
1
∏
i
=
1
n
−
2
sin
θ
i
∣
。
(17)
\mathcal{J} = r^{n-1}\left|\begin{array}{cccccc} \cos\theta_1 & \sin\theta_1\cos\theta_2 & \sin\theta_1\sin\theta_2\cos\theta_3 & \cdots & \prod\limits_{i=1}^{n-2}\sin\theta_i\cos\theta_{n-1} & \prod\limits_{i=1}^{n-1}\sin\theta_i \\ -\sin\theta_1 & \cos\theta_1\cos\theta_2 & \cos\theta_1\sin\theta_2\cos\theta_3 & \cdots & \cos\theta_1\prod\limits_{i=2}^{n-2}\sin\theta_i\cos\theta_{n-1} & \cos\theta_1\prod\limits_{i=2}^{n-1}\sin\theta_i \\ 0 & -\sin\theta_1\sin\theta_2 & \sin\theta_1\cos\theta_2\cos\theta_3 & \cdots & \cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-2}\sin\theta_i\cos\theta_{n-1} & \cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-1}\sin\theta_i \\ \vdots & \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 0 & 0 & \cdots & \cos\theta_{n-2}\prod\limits_{i=1}^{n-3}\sin\theta_i\cos\theta_{n-1} & \cos\theta_{n-2}\prod\limits_{i=1\atop i\neq n-2}^{n-1}\sin\theta_i \\ 0 & 0 & 0 & \cdots & -\prod\limits_{i=1}^{n-1}\sin\theta_i & \cos\theta_{n-1}\prod\limits_{i=1}^{n-2}\sin\theta_i \\ \end{array}\right| \thinspace。\tag{17}
J=rn−1∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣cosθ1−sinθ10⋮00sinθ1cosθ2cosθ1cosθ2−sinθ1sinθ2⋮00sinθ1sinθ2cosθ3cosθ1sinθ2cosθ3sinθ1cosθ2cosθ3⋮00⋯⋯⋯⋱⋯⋯i=1∏n−2sinθicosθn−1cosθ1i=2∏n−2sinθicosθn−1cosθ2i=2i=1∏n−2sinθicosθn−1⋮cosθn−2i=1∏n−3sinθicosθn−1−i=1∏n−1sinθii=1∏n−1sinθicosθ1i=2∏n−1sinθicosθ2i=2i=1∏n−1sinθi⋮cosθn−2i=n−2i=1∏n−1sinθicosθn−1i=1∏n−2sinθi∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣。(17)接着用第一行的
sin
θ
1
cos
θ
1
\frac{\sin\theta_1}{\cos\theta_1}
cosθ1sinθ1倍加到第二行
J
=
r
n
−
1
∣
cos
θ
1
sin
θ
1
cos
θ
2
sin
θ
1
sin
θ
2
cos
θ
3
⋯
∏
i
=
1
n
−
2
sin
θ
i
cos
θ
n
−
1
∏
i
=
1
n
−
1
sin
θ
i
0
1
cos
θ
1
cos
θ
2
1
cos
θ
1
sin
θ
2
cos
θ
3
⋯
∏
i
=
2
n
−
2
sin
θ
i
cos
θ
n
−
1
cos
θ
1
1
cos
θ
1
∏
i
=
2
n
−
1
sin
θ
i
0
−
sin
θ
1
sin
θ
2
sin
θ
1
cos
θ
2
cos
θ
3
⋯
cos
θ
2
∏
i
=
1
i
≠
2
n
−
2
sin
θ
i
cos
θ
n
−
1
cos
θ
2
∏
i
=
1
i
≠
2
n
−
1
sin
θ
i
⋮
⋮
⋮
⋱
⋮
⋮
0
0
0
⋯
cos
θ
n
−
2
∏
i
=
1
n
−
3
sin
θ
i
cos
θ
n
−
1
cos
θ
n
−
2
∏
i
=
1
i
≠
n
−
2
n
−
1
sin
θ
i
0
0
0
⋯
−
∏
i
=
1
n
−
1
sin
θ
i
cos
θ
n
−
1
∏
i
=
1
n
−
2
sin
θ
i
∣
。
(18)
\mathcal{J} = r^{n-1}\left|\begin{array}{cccccc} \cos\theta_1 & \sin\theta_1\cos\theta_2 & \sin\theta_1\sin\theta_2\cos\theta_3 & \cdots & \prod\limits_{i=1}^{n-2}\sin\theta_i\cos\theta_{n-1} & \prod\limits_{i=1}^{n-1}\sin\theta_i \\ 0 & \frac{1}{\cos\theta_1}\cos\theta_2 & \frac{1}{\cos\theta_1}\sin\theta_2\cos\theta_3 & \cdots & \prod\limits_{i=2}^{n-2}\sin\theta_i\frac{\cos\theta_{n-1}}{\cos\theta_1} & \frac{1}{\cos\theta_1}\prod\limits_{i=2}^{n-1}\sin\theta_i \\ 0 & -\sin\theta_1\sin\theta_2 & \sin\theta_1\cos\theta_2\cos\theta_3 & \cdots & \cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-2}\sin\theta_i\cos\theta_{n-1} & \cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-1}\sin\theta_i \\ \vdots & \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 0 & 0 & \cdots & \cos\theta_{n-2}\prod\limits_{i=1}^{n-3}\sin\theta_i\cos\theta_{n-1} & \cos\theta_{n-2}\prod\limits_{i=1\atop i\neq n-2}^{n-1}\sin\theta_i \\ 0 & 0 & 0 & \cdots & -\prod\limits_{i=1}^{n-1}\sin\theta_i & \cos\theta_{n-1}\prod\limits_{i=1}^{n-2}\sin\theta_i \\ \end{array}\right| \thinspace。\tag{18}
J=rn−1∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣cosθ100⋮00sinθ1cosθ2cosθ11cosθ2−sinθ1sinθ2⋮00sinθ1sinθ2cosθ3cosθ11sinθ2cosθ3sinθ1cosθ2cosθ3⋮00⋯⋯⋯⋱⋯⋯i=1∏n−2sinθicosθn−1i=2∏n−2sinθicosθ1cosθn−1cosθ2i=2i=1∏n−2sinθicosθn−1⋮cosθn−2i=1∏n−3sinθicosθn−1−i=1∏n−1sinθii=1∏n−1sinθicosθ11i=2∏n−1sinθicosθ2i=2i=1∏n−1sinθi⋮cosθn−2i=n−2i=1∏n−1sinθicosθn−1i=1∏n−2sinθi∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣。(18)按照第一行展开,有
J
=
r
n
−
1
cos
θ
1
∣
1
cos
θ
1
cos
θ
2
1
cos
θ
1
sin
θ
2
cos
θ
3
⋯
1
cos
θ
1
∏
i
=
2
n
−
2
sin
θ
i
cos
θ
n
−
1
1
cos
θ
1
∏
i
=
2
n
−
1
sin
θ
i
−
sin
θ
1
sin
θ
2
sin
θ
1
cos
θ
2
cos
θ
3
⋯
cos
θ
2
∏
i
=
1
i
≠
2
n
−
2
sin
θ
i
cos
θ
n
−
1
cos
θ
2
∏
i
=
1
i
≠
2
n
−
1
sin
θ
i
⋮
⋮
⋱
⋮
⋮
0
0
⋯
cos
θ
n
−
2
∏
i
=
1
n
−
3
sin
θ
i
cos
θ
n
−
1
cos
θ
n
−
2
∏
i
=
1
i
≠
n
−
2
n
−
1
sin
θ
i
0
0
⋯
−
∏
i
=
1
n
−
1
sin
θ
i
cos
θ
n
−
1
∏
i
=
1
n
−
2
sin
θ
i
∣
。
(19)
\mathcal{J} = r^{n-1}\cos\theta_1\left|\begin{array}{ccccc} \frac{1}{\cos\theta_1}\cos\theta_2 & \frac{1}{\cos\theta_1}\sin\theta_2\cos\theta_3 & \cdots & \frac{1}{\cos\theta_1}\prod\limits_{i=2}^{n-2}\sin\theta_i\cos\theta_{n-1} & \frac{1}{\cos\theta_1}\prod\limits_{i=2}^{n-1}\sin\theta_i \\ -\sin\theta_1\sin\theta_2 & \sin\theta_1\cos\theta_2\cos\theta_3 & \cdots & \cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-2}\sin\theta_i\cos\theta_{n-1} & \cos\theta_2\prod\limits_{i=1\atop i\neq2}^{n-1}\sin\theta_i \\ \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 0 & \cdots & \cos\theta_{n-2}\prod\limits_{i=1}^{n-3}\sin\theta_i\cos\theta_{n-1} & \cos\theta_{n-2}\prod\limits_{i=1\atop i\neq n-2}^{n-1}\sin\theta_i \\ 0 & 0 & \cdots & -\prod\limits_{i=1}^{n-1}\sin\theta_i & \cos\theta_{n-1}\prod\limits_{i=1}^{n-2}\sin\theta_i \\ \end{array}\right| \thinspace。\tag{19}
J=rn−1cosθ1∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣cosθ11cosθ2−sinθ1sinθ2⋮00cosθ11sinθ2cosθ3sinθ1cosθ2cosθ3⋮00⋯⋯⋱⋯⋯cosθ11i=2∏n−2sinθicosθn−1cosθ2i=2i=1∏n−2sinθicosθn−1⋮cosθn−2i=1∏n−3sinθicosθn−1−i=1∏n−1sinθicosθ11i=2∏n−1sinθicosθ2i=2i=1∏n−1sinθi⋮cosθn−2i=n−2i=1∏n−1sinθicosθn−1i=1∏n−2sinθi∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣。(19)对于公式
(
19
)
(19)
(19)中的行列式,从第一行提出公因式
1
cos
θ
1
\frac{1}{\cos\theta_1}
cosθ11,从第二行到最后一行提出公因式
sin
θ
1
\sin\theta_1
sinθ1,得到
J
=
r
n
−
1
cos
θ
1
sin
n
−
2
θ
1
cos
θ
1
∣
cos
θ
2
sin
θ
2
cos
θ
3
⋯
∏
i
=
2
n
−
2
sin
θ
i
cos
θ
n
−
1
∏
i
=
2
n
−
1
sin
θ
i
−
sin
θ
2
cos
θ
2
cos
θ
3
⋯
cos
θ
2
∏
i
=
3
n
−
2
sin
θ
i
cos
θ
n
−
1
cos
θ
2
∏
i
=
3
n
−
1
sin
θ
i
⋮
⋮
⋱
⋮
⋮
0
0
⋯
cos
θ
n
−
2
∏
i
=
2
n
−
3
sin
θ
i
cos
θ
n
−
1
cos
θ
n
−
2
∏
i
=
2
i
≠
n
−
2
n
−
1
sin
θ
i
0
0
⋯
−
∏
i
=
2
n
−
1
sin
θ
i
cos
θ
n
−
1
∏
i
=
2
n
−
2
sin
θ
i
∣
。
(20)
\mathcal{J} = r^{n-1}\cos\theta_1\frac{\sin^{n-2}\theta_1}{\cos\theta_1}\left|\begin{array}{ccccc} \cos\theta_2 & \sin\theta_2\cos\theta_3 & \cdots & \prod\limits_{i=2}^{n-2}\sin\theta_i\cos\theta_{n-1} & \prod\limits_{i=2}^{n-1}\sin\theta_i \\ -\sin\theta_2 & \cos\theta_2\cos\theta_3 & \cdots & \cos\theta_2\prod\limits_{i=3}^{n-2}\sin\theta_i\cos\theta_{n-1} & \cos\theta_2\prod\limits_{i=3}^{n-1}\sin\theta_i \\ \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 0 & \cdots & \cos\theta_{n-2}\prod\limits_{i=2}^{n-3}\sin\theta_i\cos\theta_{n-1} & \cos\theta_{n-2}\prod\limits_{i=2\atop i\neq n-2}^{n-1}\sin\theta_i \\ 0 & 0 & \cdots & -\prod\limits_{i=2}^{n-1}\sin\theta_i & \cos\theta_{n-1}\prod\limits_{i=2}^{n-2}\sin\theta_i \\ \end{array}\right| \thinspace。\tag{20}
J=rn−1cosθ1cosθ1sinn−2θ1∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣cosθ2−sinθ2⋮00sinθ2cosθ3cosθ2cosθ3⋮00⋯⋯⋱⋯⋯i=2∏n−2sinθicosθn−1cosθ2i=3∏n−2sinθicosθn−1⋮cosθn−2i=2∏n−3sinθicosθn−1−i=2∏n−1sinθii=2∏n−1sinθicosθ2i=3∏n−1sinθi⋮cosθn−2i=n−2i=2∏n−1sinθicosθn−1i=2∏n−2sinθi∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣∣。(20)我们发现公式
(
20
)
(20)
(20)中的行列式与公式
(
17
)
(17)
(17)中的行列式有着相似的形状,因此可以递推得到最终结果
J
=
r
n
−
1
⋅
D
1
=
r
n
−
1
sin
n
−
2
θ
1
⋅
D
2
=
r
n
−
1
sin
n
−
2
θ
1
sin
n
−
3
θ
2
⋅
D
3
⋯
=
r
n
−
1
sin
n
−
2
θ
1
sin
n
−
3
θ
2
⋯
sin
θ
n
−
2
。
(21)
\begin{aligned} \mathcal{J} &= r^{n-1}\cdot D_1 \\ &= r^{n-1}\sin^{n-2}\theta_1\cdot D_2 \\ &= r^{n-1}\sin^{n-2}\theta_1\sin^{n-3}\theta_2\cdot D_3 \\ &\cdots \\ &= r^{n-1}\sin^{n-2}\theta_1 \sin^{n-3}\theta_2\cdots \sin\theta_{n-2} \thinspace。 \end{aligned} \tag{21}
J=rn−1⋅D1=rn−1sinn−2θ1⋅D2=rn−1sinn−2θ1sinn−3θ2⋅D3⋯=rn−1sinn−2θ1sinn−3θ2⋯sinθn−2。(21)
如何暴力求解 c n c_n cn
公式 ( 9 ) (9) (9)中对于 c n c_n cn的计算巧妙地运用了 lim x → + ∞ P ( X < x ) = 1 \lim\limits_{x\rightarrow+\infty}P(X<x) = 1 x→+∞limP(X<x)=1这一性质。实际上,我们也可以直接计算 c n c_n cn。
引理1
∫
0
π
2
sin
n
x
d
x
=
∫
0
π
2
cos
n
x
d
x
=
{
(
n
−
1
)
!
!
(
n
)
!
!
⋅
π
2
,
n
=
2
k
(
n
−
1
)
!
!
(
n
)
!
!
,
n
=
2
k
+
1
(
k
=
0
,
1
,
2
,
⋯
)
。
(22)
\int_0^{\frac{\pi}{2}}\sin^nx \text{d} x = \int_0^{\frac{\pi}{2}}\cos^nx \text{d} x = \left\{\begin{array}{l} \frac{(n-1)!!}{(n)!!}\cdot \frac{\pi}{2}, & n=2k \\ \frac{(n-1)!!}{(n)!!}, & n=2k+1 \end{array}\right.(k=0,1,2,\cdots) \thinspace。\tag{22}
∫02πsinnxdx=∫02πcosnxdx={(n)!!(n−1)!!⋅2π,(n)!!(n−1)!!,n=2kn=2k+1(k=0,1,2,⋯)。(22)
证明
引理1及其证明摘自费定晖、周学圣《吉米多维奇数学分析习题集题解(第四版)》第2281题和第2282题,进一步的探究可以参考第2011题。
先证公式
(
22
)
(22)
(22)的第一个等号。令
x
=
π
2
−
t
x=\frac{\pi}{2}-t
x=2π−t,则
d
x
=
−
d
t
\text{d} x=-\text{d} t
dx=−dt,且
cos
x
=
cos
(
π
2
−
t
)
=
sin
t
\cos x=\cos(\frac{\pi}{2}-t)=\sin t
cosx=cos(2π−t)=sint,于是证得
∫
0
π
2
cos
n
x
d
x
=
−
∫
π
2
0
sin
n
t
d
t
=
∫
0
π
2
sin
n
x
d
x
。
(23)
\begin{aligned} &\quad \int_0^{\frac{\pi}{2}}\cos^nx \text{d} x \\ &= -\int_{\frac{\pi}{2}}^0\sin^nt \text{d} t \\ &= \int_0^{\frac{\pi}{2}}\sin^nx \text{d} x \thinspace。 \end{aligned} \tag{23}
∫02πcosnxdx=−∫2π0sinntdt=∫02πsinnxdx。(23)再证公式
(
22
)
(22)
(22)的第二个等号。令
I
n
=
∫
0
π
2
sin
n
x
d
x
I_n = \int_0^{\frac{\pi}{2}}\sin^nx \text{d} x
In=∫02πsinnxdx,于是有
I
n
=
−
∫
0
π
2
sin
n
−
1
x
d
(
cos
x
)
=
−
sin
n
−
1
x
cos
x
∣
0
π
2
+
(
n
−
1
)
∫
0
π
2
sin
n
−
2
x
cos
2
x
d
x
=
0
+
(
n
−
1
)
∫
0
π
2
sin
n
−
2
x
d
x
−
(
n
−
1
)
∫
0
π
2
sin
n
x
d
x
=
(
n
−
1
)
I
n
−
2
−
(
n
−
1
)
I
n
。
(24)
\begin{aligned} I_n &= -\int_0^{\frac{\pi}{2}}\sin^{n-1}x \text{d}(\cos x) \\ &= -\sin^{n-1}x\cos x {\Bigg|}_0^{\frac{\pi}{2}} + (n-1)\int_0^{\frac{\pi}{2}}\sin^{n-2}x\cos^2x \text{d} x \\ &= 0 + (n-1)\int_0^{\frac{\pi}{2}}\sin^{n-2}x\text{d} x - (n-1)\int_0^{\frac{\pi}{2}}\sin^nx\text{d} x \\ &= (n-1)I_{n-2} - (n-1)I_n \thinspace。 \end{aligned} \tag{24}
In=−∫02πsinn−1xd(cosx)=−sinn−1xcosx∣∣∣∣∣02π+(n−1)∫02πsinn−2xcos2xdx=0+(n−1)∫02πsinn−2xdx−(n−1)∫02πsinnxdx=(n−1)In−2−(n−1)In。(24)移项合并得
I
n
=
n
−
1
n
I
n
−
2
。
(25)
I_n = \frac{n-1}{n}I_{n-2} \thinspace。\tag{25}
In=nn−1In−2。(25)利用公式
(
25
)
(25)
(25)进行递推即可得证。
引理2
∫
0
π
sin
n
x
d
x
=
2
∫
0
π
2
sin
n
x
d
x
。
(26)
\int_0^{\pi}\sin^nx \text{d}x = 2\int_0^{\frac{\pi}{2}}\sin^nx \text{d}x \thinspace。\tag{26}
∫0πsinnxdx=2∫02πsinnxdx。(26)
证明
∫
0
π
sin
n
x
d
x
=
∫
0
π
2
sin
n
x
d
x
+
∫
π
2
π
sin
n
x
d
x
=
∫
0
π
2
sin
n
x
d
x
+
∫
0
π
2
sin
n
(
t
+
π
2
)
d
(
t
+
π
2
)
=
∫
0
π
2
sin
n
x
d
x
+
∫
0
π
2
cos
n
t
d
t
=
2
∫
0
π
2
sin
n
x
d
x
。
(27)
\begin{aligned} \int_0^{\pi}\sin^nx \text{d} x &= \int_0^{\frac{\pi}{2}}\sin^nx \text{d} x + \int_{\frac{\pi}{2}}^{\pi}\sin^nx \text{d} x \\ &= \int_0^{\frac{\pi}{2}}\sin^nx \text{d} x + \int_0^{\frac{\pi}{2}}\sin^n(t+\frac{\pi}{2}) \text{d}(t+\frac{\pi}{2}) \\ &= \int_0^{\frac{\pi}{2}}\sin^nx \text{d} x + \int_0^{\frac{\pi}{2}}\cos^nt \text{d} t \\ &= 2\int_0^{\frac{\pi}{2}}\sin^nx \text{d} x \thinspace。 \end{aligned} \tag{27}
∫0πsinnxdx=∫02πsinnxdx+∫2ππsinnxdx=∫02πsinnxdx+∫02πsinn(t+2π)d(t+2π)=∫02πsinnxdx+∫02πcosntdt=2∫02πsinnxdx。(27)
计算 c n c_n cn
n = 1 n=1 n=1和 n = 2 n=2 n=2时的情况由公式 ( 2 ) (2) (2)和公式 ( 4 ) (4) (4)得到结果。下面针对 n ⩾ 3 n \geqslant 3 n⩾3的情况进行计算。
当
n
=
2
k
,
(
k
⩾
2
)
n = 2k,\space(k \geqslant 2)
n=2k, (k⩾2)时,
c
n
=
(
2
π
)
−
n
2
∫
0
π
sin
n
−
2
θ
1
d
θ
1
⋯
∫
0
π
sin
θ
n
−
2
d
θ
n
−
2
∫
0
2
π
d
θ
n
−
1
=
(
2
π
)
1
−
k
∫
0
π
sin
2
k
−
2
θ
1
d
θ
1
⋯
∫
0
π
sin
θ
2
k
−
2
d
θ
2
k
−
2
=
(
2
π
)
1
−
k
⋅
2
2
k
−
2
⋅
(
(
2
k
−
3
)
!
!
(
2
k
−
2
)
!
!
⋅
π
2
)
(
(
2
k
−
4
)
!
!
(
2
k
−
3
)
!
!
)
⋯
(
1
!
!
2
!
!
⋅
π
2
)
(
0
!
!
1
!
!
)
=
(
2
π
)
1
−
k
⋅
2
2
k
−
2
⋅
(
π
2
)
k
−
1
⋅
1
(
2
k
−
2
)
!
!
=
2
1
−
k
⋅
1
(
k
−
1
)
!
=
2
1
−
n
2
⋅
1
Γ
(
n
/
2
)
。
(28)
\begin{aligned} c_n &= (2\pi)^{-\frac{n}{2}} \int_0^{\pi}\sin^{n-2}\theta_1\text{d}\theta_1\cdots \int_0^{\pi}\sin\theta_{n-2}\text{d}\theta_{n-2} \int_0^{2\pi}\text{d}\theta_{n-1} \\ &= (2\pi)^{1-k} \int_0^{\pi}\sin^{2k-2}\theta_1\text{d}\theta_1\cdots \int_0^{\pi}\sin\theta_{2k-2}\text{d}\theta_{2k-2} \\ &= (2\pi)^{1-k}\cdot 2^{2k-2}\cdot (\frac{(2k-3)!!}{(2k-2)!!}\cdot\frac{\pi}{2})(\frac{(2k-4)!!}{(2k-3)!!})\cdots(\frac{1!!}{2!!}\cdot\frac{\pi}{2})(\frac{0!!}{1!!}) \\ &= (2\pi)^{1-k}\cdot 2^{2k-2}\cdot (\frac{\pi}{2})^{k-1}\cdot \frac{1}{(2k-2)!!} \\ &= 2^{1-k}\cdot \frac{1}{(k-1)!} \\ &= 2^{1-\frac{n}{2}}\cdot \frac{1}{\Gamma(n/2)} \thinspace。 \end{aligned} \tag{28}
cn=(2π)−2n∫0πsinn−2θ1dθ1⋯∫0πsinθn−2dθn−2∫02πdθn−1=(2π)1−k∫0πsin2k−2θ1dθ1⋯∫0πsinθ2k−2dθ2k−2=(2π)1−k⋅22k−2⋅((2k−2)!!(2k−3)!!⋅2π)((2k−3)!!(2k−4)!!)⋯(2!!1!!⋅2π)(1!!0!!)=(2π)1−k⋅22k−2⋅(2π)k−1⋅(2k−2)!!1=21−k⋅(k−1)!1=21−2n⋅Γ(n/2)1。(28)
当
n
=
2
k
+
1
,
(
k
⩾
1
)
n = 2k+1,\space(k \geqslant 1)
n=2k+1, (k⩾1)时,
c
n
=
(
2
π
)
−
n
2
∫
0
π
sin
n
−
2
θ
1
d
θ
1
⋯
∫
0
π
sin
θ
n
−
2
d
θ
n
−
2
∫
0
2
π
d
θ
n
−
1
=
(
2
π
)
1
2
−
k
∫
0
π
sin
2
k
−
1
θ
1
d
θ
1
⋯
∫
0
π
sin
θ
2
k
−
1
d
θ
2
k
−
1
=
(
2
π
)
1
2
−
k
⋅
2
2
k
−
1
⋅
(
(
2
k
−
2
)
!
!
(
2
k
−
1
)
!
!
)
(
(
2
k
−
3
)
!
!
(
2
k
−
2
)
!
!
⋅
π
2
)
(
(
2
k
−
4
)
!
!
(
2
k
−
3
)
!
!
)
⋯
(
1
!
!
2
!
!
⋅
π
2
)
(
0
!
!
1
!
!
)
=
(
2
π
)
1
2
−
k
⋅
2
2
k
−
1
⋅
(
π
2
)
k
−
1
⋅
1
(
2
k
−
1
)
!
!
=
2
1
2
−
k
⋅
1
2
k
−
1
2
2
k
−
3
2
⋯
1
2
π
=
2
1
−
n
2
⋅
1
Γ
(
n
/
2
)
。
(29)
\begin{aligned} c_n &= (2\pi)^{-\frac{n}{2}} \int_0^{\pi}\sin^{n-2}\theta_1\text{d}\theta_1\cdots \int_0^{\pi}\sin\theta_{n-2}\text{d}\theta_{n-2} \int_0^{2\pi}\text{d}\theta_{n-1} \\ &= (2\pi)^{\frac{1}{2}-k} \int_0^{\pi}\sin^{2k-1}\theta_1\text{d}\theta_1\cdots \int_0^{\pi}\sin\theta_{2k-1}\text{d}\theta_{2k-1} \\ &= (2\pi)^{\frac{1}{2}-k}\cdot 2^{2k-1}\cdot (\frac{(2k-2)!!}{(2k-1)!!})(\frac{(2k-3)!!}{(2k-2)!!}\cdot\frac{\pi}{2})(\frac{(2k-4)!!}{(2k-3)!!})\cdots(\frac{1!!}{2!!}\cdot\frac{\pi}{2})(\frac{0!!}{1!!}) \\ &= (2\pi)^{\frac{1}{2}-k}\cdot 2^{2k-1}\cdot (\frac{\pi}{2})^{k-1}\cdot \frac{1}{(2k-1)!!} \\ &= 2^{\frac{1}{2}-k}\cdot \frac{1}{\frac{2k-1}{2}\frac{2k-3}{2}\cdots\frac{1}{2}\sqrt{\pi}} \\ &= 2^{1-\frac{n}{2}}\cdot \frac{1}{\Gamma(n/2)} \thinspace。 \end{aligned} \tag{29}
cn=(2π)−2n∫0πsinn−2θ1dθ1⋯∫0πsinθn−2dθn−2∫02πdθn−1=(2π)21−k∫0πsin2k−1θ1dθ1⋯∫0πsinθ2k−1dθ2k−1=(2π)21−k⋅22k−1⋅((2k−1)!!(2k−2)!!)((2k−2)!!(2k−3)!!⋅2π)((2k−3)!!(2k−4)!!)⋯(2!!1!!⋅2π)(1!!0!!)=(2π)21−k⋅22k−1⋅(2π)k−1⋅(2k−1)!!1=221−k⋅22k−122k−3⋯21π1=21−2n⋅Γ(n/2)1。(29)
综上,
c
n
=
2
1
−
n
2
⋅
1
Γ
(
n
/
2
)
。
(30)
c_n = 2^{1-\frac{n}{2}}\cdot \frac{1}{\Gamma(n/2)} \thinspace。\tag{30}
cn=21−2n⋅Γ(n/2)1。(30)