作者CxMacchi (Carael Macchiato)
看板Math
標題[機統] Exponential Distribution's CDF
時間Tue Mar 1 17:51:34 2011
根據機率課本已知
Pr[X < t] = 1 - exp(-λt)
現在如果改成已知 X1 X2 分別為獨立產生的exponential random number (同λ)
請問 Pr[X1+X2 < t] 的機率該怎麼求呢
一開始想說用 Pr[X1<t]*Pr[X2<t] 後來仔細一想又覺得怪怪的
不好意思麻煩大家了
--
《Sometimes Love Just Ain't Enough》 Yan-zi
"But there's a danger in loving somebody too much.
And its sad when you know it's your heart you can't trust.
There's a reason why people don't stay where they are.
Baby sometimes love just ain't enough."
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.116.177.6
推 recorriendo :X1+X2是Gamma random variable 03/01 18:39
※ 編輯: CxMacchi 來自: 140.116.177.6 (03/01 18:46)
→ CxMacchi :謝謝樓上 我再去翻翻書! 03/01 18:54
推 vicwk :或者叫Erlang也可以 03/01 19:03
→ CxMacchi :謝謝,我找到Erlang的作法了 :) 03/02 12:33