Re: [問題] HOGG 3.3.17 7版
※ 引述《scorpion29 (股市-經濟之櫥窗)》之銘言:
: 一個PDF
: f(x)=(1/θ)*exp{-(x-δ)/θ} ,δ<x<∞
: 求期望值 E[X]=?
: 解答 θ+δ
dx
let Y = X-δ ==> x = y+δ ==> J = ---- = 1
dy
g(y) = f(x=y+δ)|J| = (1/θ)*exp{-y/θ}
根據p.d.f.唯一性得知,Y~Exp(1/θ)
E[X] = E[Y+δ] = E[Y]+δ = θ+δ
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