推 LiamIssac:有可能是說Y1...Y(2n+1) 有奇數個RS 02/16 14:32
※ 引述《bigioboe (每天都想吃宵夜)》之銘言：
: 1. Suppose(X,Y) has joint probability density function
: _____
: 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><)
確定題目是這樣?
由任意固定的x, y→∞, f(x,y)→1/√(2πσ),
就感覺到積分會暴掉了.
: 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
^^^ ^^^ 是z吧?
: 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?
題目有點怪?
若要問Y(=XZ+μ)的分配, 何必給n為奇數, 又何必給Y1,...,Yn?
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