[機統] 連續隨機變數問題

看板Math作者ShadoxFish (SX)時間11年前 (2015/01/26 23:58)推噓2(2推 0噓 3→)

留言5則, 2人參與討論串1/1

在Hogg的數統課本中第一章第五節隨機變數的範例二以下節錄原文 Consider the following simple experiment: choose a real number at random from the interval (0, 1). Let X be the number chosen. In this case the space of X i s D = (0, 1). It is not obvious as it was in the last example what the induced probability Px is. But there are some intuitive probabilities. For instance, because the number is chosen at random, it is reasonable to assign Px[(a, b)] = b - a, for 0<a<b<1. It follows that the pdf of X is fx(x) = 1, 0<x<1 0, elsewhere. 想請問這是從哪出來的，他說很直覺可是我覺得一點都不直覺… 請各位神人為我解惑QQ -- ※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 49.215.247.97 ※ 文章網址: https://www.ptt.cc/bbs/Math/M.1422287908.A.B8A.html ※ 編輯: ShadoxFish (49.215.247.97), 01/27/2015 00:01:04

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Pieteacher

01/27 00:07, , 1^F

01/27 00:07, 1^F

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Pieteacher

01/27 00:08, , 2^F

01/27 00:08, 2^F

Sorry 我沒有把問題描述清楚QQ 我想問的是Px[(a, b)] = b - a 這是怎麼得出的? ※ 編輯: ShadoxFish (114.43.104.175), 01/27/2015 00:48:17

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ttt95217

01/27 03:37, , 3^F