Frenquently statisticians use the extreme value distribution given by
the function F(x) = 1-exp{-e^[(x-θ_1)/θ_2]}, -∞< x <∞.
A simple case is when θ_1 = 0 and θ_2 = 1, giving
F(x) = 1-exp[-e^x], -∞< x <∞.
Let Y = e^X or X = ln Y; so the support of Y is 0 < y < ∞.
(a) Show that the distribution of Y is exponential.
(b) Find the distribution function and the p.d.f. of Y when θ_1≠0 and
θ_2≠1. What is this distribution?
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(a)我算出來的G(y) = 1-e^(-y) 這不是exponential吧？ 我應該是算錯了吧！
想請教會算(a)和(b)的人
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※ 編輯: buttermilk 來自: 203.64.26.246 (11/10 15:41)