例2.4 设 F 1 ( x ) , F 2 ( x ) F_1(x),F_2(x) F1(x),F2(x)是随机变量的分布函数, f 1 ( x ) , f 2 ( x ) f_1(x),f_2(x) f1(x),f2(x)是相应的概率密度,则( ) ( A ) F 1 ( x ) + F 2 ( x ) (A)F_1(x)+F_2(x) (A)F1(x)+F2(x)是分布函数; ( B ) F 1 ( x ) ⋅ F 2 ( x ) (B)F_1(x)\cdot F_2(x) (B)F1(x)⋅F2(x)是分布函数; ( C ) f 1 ( x ) + f 2 ( x ) (C)f_1(x)+f_2(x) (C)f1(x)+f2