作者msu (do my best)
看板Grad-ProbAsk
标题[商管] [统计]-离散型机率分配
时间Thu Dec 10 13:20:34 2009
Let Sk=X1+X2+~~~+XK,WHERE Xi's independent Bernoullirandom variable with mean
parameter p and K is another discrete random variable independent of Xi's
(1)If K=k ,is anconstant,show that Sk is a binomial random variable with
parameter k and p
(2)If K is gerometrically distributed random with parameter g,show that
Sk is gerometrically distributed random variable and find its parameter
请问这一题如何解呢?
感谢各位^^
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1F：推 hchs31705:第一题是证明伯努力相加会变成二项 用动差母函数证? 12/10 13:53
2F：→ hchs31705:S|k~b(k,p)且k~g(g) 求出f(S,k)=f(k)*f(S|k) 再把k加掉 12/10 13:58
3F：→ hchs31705:上面是第二题 12/10 13:58
4F：→ msu:...还是证不太出来@@ 12/10 16:16
5F：推 hchs31705:哪一提@@ X相加.动差母相乘=(q+pe^t)^k=b(k.p)的动差母 12/10 16:28
6F：推 hchs31705:X独立可以拆开且由动差母函数之唯一性得到 12/10 16:30
7F：→ msu:我懂了 感谢^^ 12/11 03:09