作者alianlin (埋兵伏将)
看板Statistics
标题[问题] Indicator function
时间Tue Mar 28 22:58:17 2006
假如Y1.....Yn是random sample from uniform(a,b)
所以f(yi)=1/(b-a) , a<yi<b , i=1,2,...n
0 , 其他
又f(yi)=1/(b-a)可以表示成1/(b-a)‧I_(a,b) (yi) [_为下标]
n
那麽P(y1,y2......yn;a,b)=[1/(b-a)]^n‧Π I_(a,b) (yi) [因为彼此独立]
i=1
=[1/(b-a)]^n‧ I_(a,y_(n)) (y_(1))‧I_(y_(1),b) (y_(n))
y_(n)=Max(Y1.....Yn) ，y_(1)=min(Y1.....Yn)
我想请问的是[1/(b-a)]^n‧ I_(a,y_(n)) (y_(1))‧I_(y_(1),b) (y_(n))这原式
是否也等同於[1/(b-a)]^n‧ I_(a,y_(n)) (y_(1))‧I_(a,b) (y_(n))呢？
这边有点搞不懂，谢谢各位回答 ^^"
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