[機統]關於連續隨機變量問題....
Suppose that X is a continuous random variable with density f and cdf F.
We say that X has tail-index a if
limx->∞ x^a．[1 - F(x)] = A;
for some positive, finite number A.
Prove that X has tail-index a if and only if
limx->∞ x^a+1．f(x) = aA:
想請教高人一下!^^ Thanks!
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