※ 引述《bigioboe (每天都想吃宵夜)》之铭言： : 1. Suppose(X,Y) has joint probability density function : _____ : f(x,y)=(1/√2πσ)*exp[-X^2/(2σ^2+x-y)]*I_(x≦y) : where σ>0 and I_(x≦y) equals 1 if x≦y and 0 otherwise. : 请问Y,X分别的pdf为何?(积不出来><) 确定题目是这样? 由任意固定的x, y→∞, f(x,y)→1/√(2πσ), 就感觉到积分会暴掉了. : 2. Suppose X is uniformly distributed on {-1,1} and Z has probability : density function : f_z(z)=σ^(-1) exp(-z/σ)I_(x≧0), where σ>0 and I_(x≧0) equals 1 if ^^^ ^^^ 是z吧? : z≧0 and 0 otherwise. : For an odd n, let Y1,...Yn be a random sample on Y=XZ+μ, where -∞<μ<∞. : 试问Y的分配为何? 题目有点怪? 若要问Y(=XZ+μ)的分配, 何必给n为奇数, 又何必给Y1,...,Yn? --

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