Re: [商管] [統計]-輔大91-管理所

看板Grad-ProbAsk作者a016258 (莫名其妙)時間15年前 (2009/07/11 14:29)推噓3(3推 0噓 0→)

留言3則, 3人參與討論串2/3 (看更多)

※ 引述《yaevna (yaevna)》之銘言： : Lex X have a logistic distrubution with p.d.f. : f(X)=[e^(-x)]/[1+e^(-x)]^2，-∞< x <∞ : A. Find the c.d.f. of X, say F(x) : B. Let Y=F(X). Find the p.d.f. of Y. : 麻煩大家了~謝謝 x e^(-u) A. F(x) = ∫ ----------------- du ( let 1 + e^(-u) = y ) -∞ [1 + e^(-u) ]^2 1+e^(-x) -1 = ∫ -------------- dy -∞ y^2 1 = ------------ 1 + e^(-x) -1 -1 B. F (y) = P(Y<=y) = P(F(X)<=y) = P(X <= F(y) ) = F (F(y)) = y Y X => Y ~ U ( 0 , 1 ) -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 114.44.176.105

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yaevna

07/11 15:19, , 1^F

07/11 15:19, 1^F

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alienQbi

07/13 23:48, , 2^F

07/13 23:48, 2^F

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loveliver

07/14 23:27, , 3^F

07/14 23:27, 3^F