看板 Statistics 關於我們 聯絡資訊
※ 引述《unbiased (unbiased)》之銘言: : Let Y1<Y2<Y3...<Y9<Y10 be the order statistics of a random sample : of size 10 from a distribution of the continuous type having distribution : function F(x). : Find (a)What is the distribution of U=1-F(Y3)? : (b)What is the distribution of V=F(Y10)-F(Y5)+F(Y2)-F(Y1)? F(x_i)->U(0,1) and F(x) is nondecreasing s.t F(Y3)=F(x_i)中第3小 且 F(x_i)->U(0,1) thus F(Y3)->beta(3,8) 同理 F(Y10)->beta(10,1) F(Y5)->beta(5,6) F(Y2)->beta(2,9) F(Y1)->beta(1,10) (a)let U=1-X X->beta(3,8) X=1-U |J|=1 Γ(11) 2 7 fu(u)=fx(1-u)=----------(1-u)(u) -> beta(8,3) Γ(3)Γ(8) -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 220.143.152.2 ※ 編輯: mangogogo 來自: 220.143.152.2 (02/15 21:49)
unbiased:懂了,謝謝!可是第二題怎麼做呢? 02/16 18:48