[機統] 機率論-分配函數與期望值
朋友星期五的期中考題 想了兩天還是解不出來
1.
If F is a distribution function s.t. F(0-)=0, then
∞ ∞
∫ (1-F(x))dx = ∫ xdF(x)
0 0
2.
If X is a positive random variable, then we have
∞ ∞
E[X] = ∫ P(X>x)dx = ∫ P(X≧x)dx
0 0
P:probability measure
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◆ From: 140.113.22.70
※ 編輯: lizzon 來自: 140.113.22.70 (11/20 21:22)
→
11/20 21:23, , 1F
11/20 21:23, 1F
→
11/20 21:28, , 2F
11/20 21:28, 2F
推
11/20 22:45, , 3F
11/20 22:45, 3F
→
11/20 23:31, , 4F
11/20 23:31, 4F
推
11/21 00:07, , 5F
11/21 00:07, 5F