[問題] 一個有序統計量的統計問題 ><"
Suppose X_(1),X_(2),........,X_(n) are the order sratistics of a sample of
size n an exponential distribution with mean 1 population.
let Y_1 =(n)X_(1)
Y_2 =(n-1)[X_(2) - X_(1)]
Y_3 =(n-2)[X_(3) - X_(2)]
......
Y_n =[X_(n) - X_(n-1)]
(a)what is the joint probability density function of X_(1),X_(2),...,X_(n)?
(b)what is the joint probability density function of Y_(1),Y_(2),...,Y_(n)?
(c)show that Y_(1),Y_(2),...,Y_(n) are independent random variables.
(d)Name the marginal probability distribution of Y_(1),Y_(2),...,Y_(n).
http://www.acad.scu.edu.tw/1/entrance/exam93/93pdf/93d/93d-5501.pdf
原題目是此考卷的第三題
還請強者可以解答一下
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 203.67.101.198
推
03/17 20:07, , 1F
03/17 20:07, 1F
推
03/18 02:58, , 2F
03/18 02:58, 2F
討論串 (同標題文章)
完整討論串 (本文為第 1 之 3 篇)：