作者lindashi1027 (Anita)
看板Statistics
标题[问题] Gamma分配问题
时间Tue Jan 6 17:49:47 2009
Let X and Y be independent and gamma distributed with parameters (α,λ)
and (α+1/2,λ). Prove that 2√XY has a gamma distribution with parameters
(2α,λ). 其中α为正整数.
感谢大家…
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 125.224.5.51
1F:推 steve925:感觉有点难 有高手可以解答吗 01/08 00:32
2F:推 nocha:我算出来是 (2(α+1),λ)XD 01/08 10:18