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发帖数: 82 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: flywill (flywill), 信区: Statistics
标 题: 问概率问题
发信站: BBS 未名空间站 (Sat Feb 2 19:49:21 2008), 转信
X1, X2, X3...., Xn are n independent random variables, which are Gaussia
n distributed.
Define:
Y1 = a0+a1 X1+a2 X2 +...an Xn + a_(n+1)(X1)^2+ a_(n+2)(X2)^2+....+a_(2n)
(Xn)^2,
Y2 = b0+b1 X1+b2 X2 +...bn Xn + b_(n+1)(X1)^2+ b_(n+2)(X2)^2+....+b_(2n)
(Xn)^2,
如果才能快速得到max(Y1, Y2)的表达式，最好也写成X1到Xn的quadratic form，如
果能快速求出Pr(Y1 > ｃ)？ｃis a constant.
Many thanks:) |
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