[機統] 一則指數分析的問題!
Let T1; :::; Tn denote the times that the first buy limit orders for n
different stocks arrive at an exchange after opening on a given day.
Suppose that all of the stocks trade independently,
and that Ti can be modeled as an exponential distribution with parameter i,
i = 1; :::; n.
Let T denote the time at which the first buy limit order for any of the n
stocks reaches the exchange on the specified day.
What is the distribution of T?
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09/16 18:54, , 1F
09/16 18:54, 1F
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09/16 18:55, , 2F
09/16 18:55, 2F
推
09/16 19:37, , 3F
09/16 19:37, 3F
推
09/16 19:40, , 4F
09/16 19:40, 4F
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09/16 23:20, , 5F
09/16 23:20, 5F
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09/16 23:22, , 6F
09/16 23:22, 6F
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09/16 23:23, , 7F
09/16 23:23, 7F