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看板Grad-ProbAsk作者 (倒數)時間13年前 (2013/02/21 12:21), 編輯推噓3(304)
留言7則, 3人參與, 最新討論串1/1
第三題 John and Mary have agreed to meet for lunch between noon(0:00 P.M.) and 1:00 P.M.Denote John's arrival time by X,Mary's by Y,and suppose X and Y are independent with pdf's f(x)=3x^2 0<=x<=1 0 otherwise f(y)=2y 0<=y<=1 0 otherwise what is the expected amount of time that the one who arrives first must wait for other person? 想法是求P(|X-Y|>0),又因兩者獨立故f(x,y)=f(x)*f(y),又分成兩部分討論 0<x<y<1,0<y<x<1,得出兩個機率值,但接下來就不知如何下筆... 請版上的高手指點迷津,謝謝! -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 111.255.249.82 ※ 編輯: heroiclove 來自: 111.255.249.82 (02/21 12:29)

02/21 14:02, , 1F
可以先求 W=Max(X,Y)-Min(X,Y) 的分配再求 E(W)
02/21 14:02, 1F

02/21 22:33, , 2F
可以麻煩樓上大大再說清楚一點嗎QQ
02/21 22:33, 2F

02/22 09:53, , 3F
這題的題義是求E(|X-Y|)才對,分成兩部分積分就算得出來了
02/22 09:53, 3F

02/22 15:22, , 4F
我想太複雜了 算 E(Max(X,Y))-E(Min(X,Y)) 就好了
02/22 15:22, 4F

02/22 15:22, , 5F
期望值是線性的
02/22 15:22, 5F

02/22 15:23, , 6F
E( Max(X,Y)-Min(X,Y) ) 跟 E(|X-Y|) 是同一意思
02/22 15:23, 6F

02/22 15:24, , 7F
但前者對大部份人來說計算上比較沒障礙
02/22 15:24, 7F
文章代碼(AID): #1H9Q389b (Grad-ProbAsk)