The price of electricity is one of the key questions in the electricity market. As the widely used theory of marginal price of electricity in the power system, its marginal price of electricity predicts that should fully consider the uncertainty of load, uncertainty of generating set forcing stoppage and uncertainty of the quotation to power generator at random. Through redefining effective capacity state and derivation polymorphism sets, the systematic effective capacity function of prohahility is found out by applying probability sequence operation theory to generate electricity, a kind of other method of the systematic effective capacity function of probability has been found. Based on this function of probability distribution and the definition of system marginal price, the authors fully consider various uncertainty factor of effecting system marginal price, accurate forecast system marginal price. Numerical example analysis have proved the correctness of theoretical analysis, show the precision of algorithm forecast get raising.