[問題] Inverse Probability Integral Transformation...
1. Show that the inverse probability integral transformation for the
exponential(theda) distribution is y = -(theda)ln(1-u)
<f(y) = exp[-y/theda] / theda>
2. (continuation) If u is uniform(0, 1), deduce that -ln u is exponential(1)
or gamma(1); and that -2ln u is chi square(2)
第一題我有導出來了 不過第二題一直想不出來...
麻煩各位高手了...謝謝
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