更新1: If the annual proportion of erroneous ine tax returns filed with the IRS can be looked upon as a random variable having a beta distribution with α=2 and β=9 what is the probability that in any given year there will be fewer than 10% erroneous returns? The wer ...
矩生成函数(Moment Generating Function, MGF)是用来寻找矩的函数的函数。随机变量实值函数 X 的MGF 定义为: ψX(t)=E(etX)=∫etxdF(x)=∫etxf(x)dx 其中t=0 表示一阶矩,t=1 表示二阶矩…… 它实际上是一个 Laplace 变换。 对于实变函数 x(t),其拉普拉斯变换是复变函数 X(s) (其中复变量 s=...
Let X_1 and X_2 be two independent random variables. Let X_1 and Y = X_1 + X_2 be X^2(r_1) and X^2(r) respectively where r_1 less than r. (a) Find the MGF of X_2. (b) What is its distribution? Let X1, X2,..., Xn be a random sample fro...