作者lookinforyou (Loving Kitty =))
看板Statistics
标题[问题] Inverse Probability Integral Transformation...
时间Wed Sep 23 08:00:56 2009
1. Show that the inverse probability integral transformation for the
exponential(theda) distribution is y = -(theda)ln(1-u)
<f(y) = exp[-y/theda] / theda>
2. (continuation) If u is uniform(0, 1), deduce that -ln u is exponential(1)
or gamma(1); and that -2ln u is chi square(2)
第一题我有导出来了 不过第二题一直想不出来...
麻烦各位高手了...谢谢
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 66.203.195.19
※ lookinforyou:转录至看板 Math 09/23 08:01
1F：→ LITTLEN:变数变换直接算就好啦.. 09/23 09:45
2F：→ west1996:用mgf算？ 09/23 12:12
3F：→ lookinforyou:MGF是...? 09/23 19:57
4F：推 hakuryu83:动差母函数... 09/23 20:06