作者berrylover (看不见看不见我不要看见ꌩ
看板Statistics
标题[问题] 联合分布
时间Sat Oct 17 14:26:23 2009
consider a bernoulli process with parameter p and define
X = time to first sucess
Y = 1 if the first two trials have the same outcome and 0 if they have
different outcomes
Z = time to first failure
find the joint pdf fct for (X,Y,Z) and the joint distribution of (X,Z)given
Y = y for y = 0 and 1
X 和Z 都是以时间为单位的变数 所以应该要转成 exp
所以另外设n 使得 lambda = np
对於X和Z 的定义域 我想的是x轴正向 联集 z轴正向
Y则是等於0 联集1
接下来写分布就觉得就觉得遇到瓶颈了...
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1F：→ casella123:{Y=0}={X=1,Z=2,Y=0}U{X=2,Z=1,Y=0} 10/17 15:13
2F：→ casella123:{Y=1}={X=1,Z=z>2,Y=1}U{X=x>2,Z=1,Y=1} 10/17 15:15