作者DFTz (..)
看板Math
标题[机统] 随机变数转换
时间Tue Mar 6 23:38:11 2012
请问以下两题:
(1) Z = X+Y, r.v X~exp(1) and r.v Z~exp(1) , X and Y are independent
then what's the pdf of Y ?
(2) if X ~ F(x) = (1-exp(-2x))u(x), F(x) is the cdf of X,
let Y = (X -1)u(x-1), u(x) is step function
what's the pdf of Y ?
谢谢
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◆ From: 1.161.195.213
1F：→ goshfju :(1)用mgf去证比较快 Z=X+Y~Gamma(2,1) 03/07 01:04
2F：→ doublewhi :第一题是Y=Z-X 不是相加 03/07 02:21