推 kim:遇到順序統計量 我通常想到beta 02/20 18:11
推 LiamIssac:0~1之間的O.S.就是服從Beta distribution 02/20 18:21
推 koming:直接用jacobian列出來還蠻簡單的吧.... 02/20 20:04
請教一題敘述統計的問題
不知道要怎麼解比較好 直接硬解算式還滿可怕
Let X1,......,Xn be iid with pdf
f(x)= (a/θ^a) * x^(a-1) if 0<x<θ
Let X(1)<......<X(n) be the order statistics.
Show that X(1)/X(2), X(2)/X(3),......, X(n-1)/X(n), X(n)
are mutually independent random variables.
Find the distribution of each of them.
感謝各位大大^_^
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