[機統] Joint distributions

看板Math作者Justin258 (Justin)時間14年前 (2011/05/31 19:26)推噓1(1推 0噓 2→)

留言3則, 3人參與討論串3/4 (看更多)

題目出自 Saeed Ghahramani的機率課本 (閃電本) ch8.1 Exercise 19 Suppose that h is the probability density function of a continuous random variable. Let the joint probability density function of two random variables X and Y be given by f(x,y) = h(x)h(y) [x€R,y€R　,不知道"屬於"符號要怎麼打才能跟課本打一樣 (攤手) ] Question:Prove that P(X≧Y)　= 1/2 該如何寫出證明會比較好呢？ x 解答的答案是寫 H(x) = ∫ h(y)dy -∞ 再把h(y)換掉 .. 不過這邊的H(x)意義和後面的解法我看不太懂　希望版友們能幫忙解惑一下謝謝！ -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.113.68.146

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boss0405

05/31 21:04, , 1^F

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tandem

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Justin258

06/06 02:19, , 3^F

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