Re: [問題] 一個有序統計量的統計問題 ><"消失
※ 引述《QmanTT (很可憐的)》之銘言：
: 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
我看到有人推文說變數變換??
有沒有強者提示一下怎麼做???
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