1. Suppose(X,Y) has joint probability density function
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f(x,y)=(1/√2πσ)*exp[-X^2/(2σ^2+x-y)]*I_(x≦y)
where σ>0 and I_(x≦y) equals 1 if x≦y and 0 otherwise.
請問Y,X分別的pdf為何?(積不出來><)
2. Suppose X is uniformly distributed on {-1,1} and Z has probability
density function
f_z(z)=σ^(-1) exp(-z/σ)I_(x≧0), where σ>0 and I_(x≧0) equals 1 if
z≧0 and 0 otherwise.
For an odd n, let Y1,...Yn be a random sample on Y=XZ+μ, where -∞<μ<∞.
試問Y的分配為何?
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請各位高手幫忙了!!
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