e******r
发帖数: 220 | 1 let X1 , X2, X3 be three independent random variables. Each of these
random variables has a uniform distribution with pdf f(x)=1, 0 < x < 1, zero
elsewhere.
we are interested in the sum Y = X1 + X2 + X3 , find the pdf of Y
Thanks | H****h
发帖数: 1037 | 2 积分
【在 e******r 的大作中提到】
: let X1 , X2, X3 be three independent random variables. Each of these
: random variables has a uniform distribution with pdf f(x)=1, 0 < x < 1, zero
: elsewhere.
: we are interested in the sum Y = X1 + X2 + X3 , find the pdf of Y
: Thanks
| d****o
发帖数: 361 | 3 I did it by integration... In the probability book there's
solution for Y=X1+X2, u just do it twice, and be aware of
the limits of integration.
There should be a way to do it by transformation but I coudn't
figure out how.
the answer is
y=(1/2)y^2, 0<=y<=1,
y=(can't remember clearly here, sth. like -y^2+3y+sth.
a function symmetric to 3/2), 1<=y<2
y=(1/2)(y-3)^2, 2
y=0 elsewhere
if u want the detailed solution mail me. I'm taking the same class
【在 e******r 的大作中提到】
: let X1 , X2, X3 be three independent random variables. Each of these
: random variables has a uniform distribution with pdf f(x)=1, 0 < x < 1, zero
: elsewhere.
: we are interested in the sum Y = X1 + X2 + X3 , find the pdf of Y
: Thanks
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