作者CMD (QQ)
看板Grad-ProbAsk
标题[商管] 101交大管科统计
时间Thu Feb 16 20:17:58 2012
2.Suppose X has an exponential distribution with the pdf
f(x)=(1/λ)exp(-x/λ) for x > 0 and λ > 0.
a)Find a function g so that Y=g(x) is uniform on (0,1)
b)Find a function h so that if U is uniform on (0,1) , X=h(U) has the pdf
f(x)=(1/λ)exp(-x/λ)
今天考得题目@@
a小题我知道怎麽算 不过看了一下b小题有点打结 跑去算其他题
LRT算到一半就打钟了QQ
所以想请问各位前辈 b 小题应该怎麽动手比较好?
谢谢!! :)
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1F：推 e3106655:令EXP的CDF为U(0,1)就可以反解 02/16 21:38
2F：→ CMD:我知道问题在哪了 感谢!! 02/16 22:42