作者Hshs (免錢沒人愛@@)
看板Statistics
標題[問題] 順序統計問題
時間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
請問一下該怎麼解呢? 謝謝.
似乎是考古題,好像看過
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