[問題] Hogg的習題問題

看板Statistics作者 (hi123)時間18年前 (2007/12/04 22:45), 編輯推噓1(102)
留言3則, 2人參與, 最新討論串1/2 (看更多)
是第6版的 2.4.11 Let σ1^2=σ2^2=σ^2 be thecommon variance of X1 and X2 and let ρ be the correlation coefficient of X1 and X2. Show that P[|(X1-μ1)+(X2-μ2)| >= kσ] <= 2(1+ρ)/k^2 可否提示我一下^^|| 試了幾個方法都只推得 <= 1/k^2 2.5.11 Two line segments, each of length two units, are placed along the x-axis. The midpoint of the first is between x=0 and x=14 and that of the second is between x=6 and x=20. Assuming independence and uniform distributions for these midpoints, find the probability that the line segments overlap. 這題我自己有做 但是跟解答的答案不一樣 但是我又覺得自己沒錯XD 所以想請教大家~ 我的作法是:X~U(0,14), Y~U(6,20), f(x,y)=1/14 * 1/14 = 1/196 所求 = P(|X-Y| < 2) = P(-2 < X-Y < 2) = (4*6 + 4*4/2) / 196 = 8/49 答案(form曉園)是16/49 2.6.2 Let f(x,y,z) = exp[-(x+y+z)], x>0, y>0, z>0, zero elsewhere, be the joint pdf of X, Y, Z. Compute P(X=Y<Z). "X=Y"的部份要怎麼處理@@ 謝謝~ -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 58.99.57.41 ※ 編輯: hi123 來自: 58.99.57.41 (12/04 23:12)

12/04 23:14, , 1F
Introduction to mathematical statistics 忘了說sorry^^||
12/04 23:14, 1F

12/05 01:03, , 2F
1. Chebysheve Inequality,P(|X-μ|>=ε)<=Var(X)/(ε^2)
12/05 01:03, 2F

12/05 01:05, , 3F
2. 題目要求共同區域的機率應該為P(6<X,Y<14)
12/05 01:05, 3F
文章代碼(AID): #17LMWRwa (Statistics)
文章代碼(AID): #17LMWRwa (Statistics)