Re: [問題] 機率密度函數消失
※ 引述《raymond168 (raymond168)》之銘言:
: 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...
我算出來是f(t)=iexp(-i(t-θ)),t>θ
可是答案是
n(n+1) n(n+1)
f(t)=───exp(- ───(t-θ)),t>θ
2 2
怎麼會這樣?
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