[問題] 機率密度函數消失
題目如下:
Assume the random observations Xi, i =1,…,n are independently distributed
from the probability density function
f (x;θ)=exp｛iθ-x｝, when x>iθ and zero, elsewhere.
xi
What is the probability density function of the statistic T=min{Xi/i}?
以下是我目前算出來的部分
令y =x /i => x =iy => J=dx /dy =i
i i i i i i
∴f(y )=iexp{-i(y -θ)}, y >θ
i i i
則Yi-θ→Exp(λ=i)
接下來就不曉得怎麼做了...
--
※ 發信站: 批踢踢實業坊(ptt.cc)
→
09/29 06:34, , 1F
09/29 06:34, 1F
→
09/29 23:31, , 2F
09/29 23:31, 2F
→
09/30 23:20, , 3F
09/30 23:20, 3F
討論串 (同標題文章)