[理工] [統計]-correlation
Let X1,...,Xn be a iid sample from a distribution F(x), and let
1 n
Fn(x)= ----Σ I (Xi), where
n i=1 (-∞, x]
1 if Xi<= x
I (Xi) =
(-∞, x] 0 if Xi> x
Find the correlation of Fn(u) and Fn(v).
麻煩指點一下,謝謝!!
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 218.171.164.159
※ 編輯: debdeb 來自: 218.171.162.113 (01/21 14:43)
※ 編輯: debdeb 來自: 218.171.162.113 (01/21 14:44)