[商管] [統計]-聯合機率函數
Let X_i and C_i, i=1, 2 ... n be two independent random sequences, where
X_i is from an exponential distribution with a scale parameter λ_1
and C_i is from an exponential distribution with a scale parameter λ_2.
Consider a sequence of pairs (Z_i,Y_i), i=1,2, ... n, where
X_i , if X_i <= C_i 0 , if C_i < X_i
Z_i= and Y_i=
C_i , if X_i > C_i 1 , if X_i <= C_i
Find the joint density function of Z and Y.
書上的解答是
-(λ_1+λ_2)z
λ_1 e if y=1
f(z,y)=f(z│Y=y)P(Y=y) = -(λ_1+λ_2)z if y=0
λ_2 e
但是我看不懂為什麼會這樣
麻煩指點一下，謝謝
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12/09 14:40, , 1F
12/09 14:40, 1F