作者lookinforyou (Loving Kitty =))
看板Statistics
標題[問題] Inverse Probability Integral Transformation...
時間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)
第一題我有導出來了 不過第二題一直想不出來...
麻煩各位高手了...謝謝
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※ lookinforyou:轉錄至看板 Math 09/23 08:01
1F：→ LITTLEN:變數變換直接算就好啦.. 09/23 09:45
2F：→ west1996:用mgf算？ 09/23 12:12
3F：→ lookinforyou:MGF是...? 09/23 19:57
4F：推 hakuryu83:動差母函數... 09/23 20:06