This preview shows pages 1–2. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: if β 1 ( t ) = kβ ( t ), then 1F 1 ( x ) = [1F ( x )] k . 1 10. Optional Problem ( Solution Will be provided, but you need not submit it ) The space of an experiment consists of all points in the unit interval (0 , 1). All intervals are events with probability equal to their length: P [0 ≤ ζ ≤ y ] (1) We are given a continuous, monotone increasing function y = G ( x ), such that G (∞ ) = 0, G ( ∞ ) = 1. With x = H ( y ) its inverse, we have G [ H ( y )] = y for any y in the interval (0,1). A r.v. x is so deFned that x ( ζ ) = H ( ζ ), where ζ is an outcome of the preceding experiment. Show that the distribution of x equals G ( x ). 2...
View
Full
Document
This note was uploaded on 03/27/2012 for the course EE EE 131A taught by Professor Roychowdhary during the Spring '05 term at UCLA.
 Spring '05
 Roychowdhary

Click to edit the document details