作者ohpuzzl (逼拉勒)
站内Statistics
标题[问题] 机率的问题
时间Sun Dec 23 20:15:58 2007
题目:
Let X1, X2 ,…be independent continuous random variables with a common
distribution function F and density f = F', and suppose that they are to be
observed one at a time in sequence.
Let N = min{ n≧2: Xn = second largest of X1,…,Xn}
and let
M = min{ n≧2: Xn = second smallest of X1,…,Xn}
Which random variable ─ XN, the first random variable which when observed is
the second largest of those that have been seen, or XM, the first one that on
observation is the second smallest to have been seen ─ tends to be larger?
Sol:
这题书本上推导的结果是 XN 和 XM 的distribution都是 F
这题是要问 XN 和 XM which tends to be larger?
请问两个随机变数的分布一样 可以说他们一样大吗?
还是有其他的意义呢?
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1F：推 hi123:请问为什麽可以推到F分配 ^^|| 12/26 07:32