[討論] change of variable
U has a uniform distribution on the interval[0,1]
Derive the density function for the random variables
(a)Y=-ln(1-U) (b)Wn=U^n for n>=1
Ans:(a)fY(y)=e^-y for y>=0 (b)fW(w)=(1/n)*(1/w)^(n-1)/n for 0<=w<=1
以上是我的問題與解答，而所要使用的方式變數轉換{fY(y)=fX(x)*(1/g'(x))}
我算了很久，(a)題我算出來的答案是e^y
(b)題我算出來的答案是(1/n)*w^(n-1)/n
不知道為什麼，怎麼算就是跟答案有一點出入!!
不知道板上有沒有人曉得change of variable如何使用
幫忙下一點指導棋
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