[理工] [機率][指數分佈]
Let X1 X2 X3 X4.... be a sequence of iid exponential random variable,
with parameter 入.
suppose Y1 Y2 Y3.... be another sequence of iid unuform random variable,
with mean u . All X1 and Y1 are also independent. How let N be a
random variable representing the index of first Yn s.t. Yn > p ,where
p is positive. (i.e. Yn > p but Y1 < p Y2 < p ... )
1)推出動差生成函數 X1+X2+...XN
2)求pdf of X1+X2+...XN
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