作者Hshs (免钱没人爱@@)
看板Statistics
标题[问题] 顺序统计问题
时间Fri Dec 10 09:14:04 2010
Let X1 X2 X3 are the order statistics of the iid random variables X1 X2 and
X3 with common exponential distribution with mean 1/λ. Show that
Y1 = X3 - X2 and Y2 = X2 are independent
请问一下该怎麽解呢? 谢谢.
似乎是考古题,好像看过
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 204.52.215.72