作者Whatfor (Live for what?)
看板Statistics
标题[问题]Order statistics
时间Tue Feb 20 11:11:41 2007
请教一题叙述统计的问题
不知道要怎麽解比较好 直接硬解算式还满可怕
Let X1,......,Xn be iid with pdf
f(x)= (a/θ^a) * x^(a-1) if 0<x<θ
Let X(1)<......<X(n) be the order statistics.
Show that X(1)/X(2), X(2)/X(3),......, X(n-1)/X(n), X(n)
are mutually independent random variables.
Find the distribution of each of them.
感谢各位大大^_^
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1F：推 kim:遇到顺序统计量 我通常想到beta 02/20 18:11
2F：推 LiamIssac:0~1之间的O.S.就是服从Beta distribution 02/20 18:21
3F：推 koming:直接用jacobian列出来还蛮简单的吧.... 02/20 20:04