[商管] [統計]-東吳97-財務工程與精算數學-指數

[jackoyu (偉下列資料正確填寫並回숩]

The random variable T has an exponential distribution such that

P(T<2)=2P(T>4) , Find Var(T)

謝謝!

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※ 發信站: 批踢踢實業坊(ptt.cc) 
◆ From: 140.122.140.126
→ goshfju:f(t) = λe^(-λt) → F(t) = 1-e^(-λt)
→ goshfju:依題意 F(2) = 2(1-F(4) ) 可求出 λ 然後Var(X)=1/ λ^2
→ jackoyu:但是我算出來的λ=0 不合理說
推 amjeos:λ=(ln2)/2  你是不是算錯了?
→ fishsky:我算出λ=-[ln(1/2)]/2...QQ
→ amjeos:那不是一樣嗎?因為你多一個負號嘛!