[問題] e.c.d.f的Cov
想請問各位大大
這一題要怎麼做
感激不盡QQ
Let X1,...,Xn be a sample(i.i.d) from a distribution function,F,and let Fn
denote the ecdf. Show that
Cov[Fn(u),Fn(v)] = 1/n[F(m)-F(u)F(v)] where m = min(u,v)
conclude that Fn(u) and Fn(v) are positively cprrelated.
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 218.175.171.104