作者Justin258 (Justin)
看板Math
标题[机统] Joint distributions
时间Tue May 31 19:26:47 2011
题目出自 Saeed Ghahramani的机率课本 (闪电本) ch8.1 Exercise 19
Suppose that h is the probability density function of a continuous random
variable. Let the joint probability density function of two random variables
X and Y be given by
f(x,y) = h(x)h(y)
[x€R,y€R ,不知道"属於"符号要怎麽打才能跟课本打一样 (摊手) ]
Question:Prove that P(X≧Y) = 1/2
该如何写出证明会比较好呢？
x
解答的答案是写 H(x) = ∫ h(y)dy
-∞
再把h(y)换掉 .. 不过这边的H(x)意义和後面的解法我看不太懂
希望版友们能帮忙解惑一下
谢谢！
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1F：推 boss0405 :H(x)是指cdf吧 05/31 21:04
2F：→ tandem : H(x) = P(x≧Y) 06/01 00:40
3F：→ Justin258 :thx ：） 06/06 02:19