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标 题Re: [问题] 请问几个问题
发信站无名小站 (Sun Sep 24 03:10:25 2006)
转信站ptt!Group.NCTU!grouppost!Group.NCTU!wretch
※ 引述《[email protected] (我不知道)》之铭言:
> 1.Consider the probability distribution of a bivariate discrete variable (X,Y)
> may be represented as follows.
> y1 y2 ... ym
> x1 p11 p12 ... p1m p1.
> x2 p21 p22 ... p2m p2.
> ...xn pn1 pn2 ... pnm pn.
> p.1 p.2 p.m
> Prove that if every row is proportional to any other row, then X and Y are
> independent.
> 如果我定义p21=r2*p11, p22=r2*p12, ..., p2m=r2*p1m
> ...
> pn1=rn*p11, pn2=rn*p12, ..., pnm=rn*p1m
> 让every row is proportional to any other row
> =>p2.=r2(p11+p12+...+p1m)=r2*p1.
> ...
> pn.=rn(p11+p12+...+p1m)=rn*p1.
==> (1+r_1+...+r_n)p_{1.} = 1
> =>p.1=p11(1+r2+...+rn)
> ...
> p.m=p1m(1+r2+...+rn)
==> p_{.j} = p_{1j}(1/p_{1.})
==> p_{ij} = r_i p_{1j} = r_i p_{1.} p_{.j}
= p_{i.} p_{.j}
> 然後我就卡住了...
独立的条件:
(任一个皆可)
(1) p_{ij} = p_{i.} p_{.j}
(2) p_{j|i} = p_{ij}/p_{i.} 与 i 无关.
> 2.Suppose that X1,...,Xn from a random sample of size n from the uniform
> distribution on the interval (0,1) and that Yn=max{X1,...,Xn}. Find the
> smallest value of n such that
> P[Yn>=0.99]>=0.95
P[Yn<a] = P[X1<a,...,Xn<a]
> 我的想法是先找出Yn的pdf
> 再代入P[Yn>=0.99]>=0.95
> 求出最小的n
> 不知道有没有更快的方法?
> 烦请指教~感谢~~~
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