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中文题目
题目3246 · 数学

Jacobian of a Scaling Map

For the transformation $x=2u,\ y=3v$, compute the absolute Jacobian determinant $\left|\frac{\partial(x,y)}{\partial(u,v)}\right|$.

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题目240 · 概率

Beta Distribution and the Beta Function from Independent Gammas

Let $X \sim \text{Gamma}(\alpha, 1)$ and $Y \sim \text{Gamma}(\beta, 1)$ be independent. (a) Define $U = \frac{X}{X+Y}$ and $V = X + Y$. Compute the Jacobian of the transformation $(X, Y) \mapsto (U, V)$. (b) Derive the joint PDF of $(U, V)$ and show that $U$ and $V$ are indepe

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题目385 · 概率

Box-Muller Transform: From Uniforms to Independent Normals

Let $U_1, U_2$ be independent $\operatorname{Uniform}(0,1)$ random variables. Define $$Z_1 = \sqrt{-2\ln U_1}\,\cos(2\pi U_2), \qquad Z_2 = \sqrt{-2\ln U_1}\,\sin(2\pi U_2).$$ (a) Compute the Jacobian of the inverse transformation from $(Z_1, Z_2)$ back to $(U_1, U_2)$. (b) Sho

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题目400 · 概率

Deriving the Fisher F-Distribution from Chi-Squared Variables

Let $X \sim \chi^2(m)$ and $Y \sim \chi^2(n)$ be independent. Define $$F = \frac{X/m}{Y/n}.$$ (a) Using the transformation $(F, W) = \bigl(\frac{nX}{mY},\; Y\bigr)$, compute the Jacobian and derive the joint density $f_{F,W}$. (b) Integrate out $W$ to obtain the marginal PDF of

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题目380 · 概率

Distribution of the Ratio of Two Independent Exponentials

Let $X$ and $Y$ be independent $\operatorname{Exp}(1)$ random variables. Define $R = X/Y$. (a) Using the transformation $(R, S) = (X/Y,\, Y)$, compute the joint density $f_{R,S}$ via the Jacobian and then marginalize over $S$ to find the PDF of $R$. (b) Identify $f_R$ as a name

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题目389 · 概率

Ratio of Independent Gammas Yields a Beta Distribution

Let $X \sim \operatorname{Gamma}(\alpha, 1)$ and $Y \sim \operatorname{Gamma}(\beta, 1)$ be independent. Using the transformation $(W, S) = \bigl(X/(X+Y),\; X+Y\bigr)$: (a) Compute the Jacobian of the inverse map. (b) Derive the joint density $f_{W,S}$ and marginalize to show $

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