[機統] distribution function and density fu …
請教各位先進, 為什麼大部分跟統計機率相關的書,
比較常討論隨機變數的分佈函數distribution function, 還不是密度函數?
比如說, 書統計的書會介紹兩個隨機變數有相同分佈(identical distribution),
也會談分佈收斂(convergent in distribution)...
或是Brownian motion的stationary increments, 也是要求
X_t - X_s = X_(t-s) in distribution, t,s 是時間
ps.
順便請問一下上面這個定義所要表達的意思是? (請問有比較直觀的例子嗎?)
謝謝
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◆ From: 140.122.47.141
※ 編輯: Jer1983 來自: 140.122.47.141 (10/02 18:56)
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