[統計] 聯合機率函數

看板Grad-ProbAsk作者 (§杰瑞先生§)時間17年前 (2009/03/16 23:34), 編輯推噓1(102)
留言3則, 1人參與, 最新討論串1/1
中原工工94年的統計 Consider an experiment of independently tossing a fair coin for n times. Let N1 and N2, respectively, denote the number of heads and tails obtained in the n tosses. (a) What is the distribution of N1? Please write down the probability mass function. n N1 n-N1 N1~B(n,0.5) pmf:C (0.5) (0.5) N1 (b) What is the distribution of N2? Please write down the probability mass function. n N2 n-N2 N2~B(n,0.5) pmf:C (0.5) (0.5) N2 (c) What is the joint distribution of (N1, N2)? Please write down the joint probability mass function. 這題是直接把(a)跟(b)相乘就可以了嗎? (d) Compute Cov(N1, N2). 因為題目第一行,提到實驗獨立,所以Cov(N1, N2)=0? (e) If the experiment is to throw a fair die, instead of a coin, let Ni denote the number of trials that the die lands on i, i = 1,..., 6. What is Cov(N1, N2)? 請問黃色的部份是正確的嗎? >"<... -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 61.57.69.139

03/17 00:03, , 1F
(c)不是直接相乘吧,N1和N2不是獨立的。事實上,N1和N2
03/17 00:03, 1F

03/17 00:04, , 2F
是完全負相關(因為N1+N2=n,一個增加,另一個一定減少)
03/17 00:04, 2F

03/17 00:05, , 3F
故f(N1,N2) = f(N1) = f(N2) (也就是同(a)或(b)的答案)
03/17 00:05, 3F
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