95交大財金統計
※ [本文轉錄自 Grad-ProbAsk 看板]
作者: heysimon (為了理想...) 看板: Grad-ProbAsk
標題: 95交大財金統計
時間: Tue Oct 31 19:11:01 2006
1.A random variable X is said to be lognormally distribution
with mean u and σ^2 , if Y=lnX is normally distribution with
mean u and standard deviation σ
--> Find P(X >= x) ?
2.Let X and Y be random variables such that E(X^k) and E(Y^k)≠0
exist for k=1,2,3... If the ratio and its denominator Y are
┌ X ┐ E(X^k)
independent,prove that E│──│^k = ────
└ Y ┘ E(Y^k)
這兩題想了很久還是沒有頭緒...
爬了文也還是不太懂
請大大指導一下!!
或者建議我去查閱哪一本統計書
謝謝~
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