[商管] [統計] 清大100-計量財務金融
1.For the discrete distribution with f(x|Q)=kQ^x, 0<Q<1, and x=0,1,2,...
evaluate k in terms of Q
NOTE:Q是ㄙㄟˋ ㄊㄚ˙
a. Compute E(x)
b. Compute V(x)
-----------------------------------------------------------------------
由小f算出K=1-Q
E(x)= E(E(x|Q)) =E(Q/1-Q)
接下來是怎麼求？
===========================================================================
3.Let X be N(u,西個碼平方). Truncate the density of X to the left at A and
to the right at B, that is, X takes only the values between A and B, both
being some constant. Compute the mean of the above truncated normal, that
is, E( X | A<X<B ).
----------------------------------------------------------------------
Thanks.
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 61.62.74.18