D. Zupan, G. Turk, Porazdelitve ekstremnih vrednosti - FGG-KM
D. Zupan, G. Turk, Porazdelitve ekstremnih vrednosti - FGG-KM
D. Zupan, G. Turk, Porazdelitve ekstremnih vrednosti - FGG-KM
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in ga vstavimo v (4):<br />
E [Y ]=<br />
n ∫ 1<br />
2λ 1<br />
0<br />
= n<br />
2λ 1<br />
∫ 1<br />
0<br />
= n<br />
2λ 1<br />
[<br />
(<br />
nF<br />
n−1<br />
X − λ )<br />
2 F<br />
n−1<br />
X dF X =<br />
(<br />
nF<br />
2n−2<br />
X<br />
n F 2n−1<br />
X<br />
2n − 1 − λ 2<br />
= n ( n<br />
2λ 1 2n − 1 − λ )<br />
2<br />
n<br />
− λ 2 F n−1 )<br />
X dFX<br />
] 1<br />
FX<br />
n<br />
n<br />
0<br />
=<br />
= 1<br />
2λ 1<br />
( n<br />
2<br />
2n − 1 − λ 2<br />
)<br />
(8)<br />
Za n = 1je matematično upanje maksimuma znano<br />
Varianca Y je<br />
var [Y ]=n<br />
= n<br />
∫ 1<br />
0<br />
∫ 1<br />
= n3<br />
4λ 2 1<br />
= n3<br />
4λ 2 1<br />
= n3<br />
4λ 2 1<br />
= n3<br />
4λ 2 1<br />
= n3<br />
4λ 2 1<br />
0<br />
∫ 1<br />
E [Y ]=E [X] = 1<br />
2λ 1<br />
(1 − λ 2 ) . (9)<br />
(x − E [Y ]) 2 F n−1<br />
X<br />
dF X<br />
(<br />
nF n−1<br />
X − λ 2<br />
− 1 ( ) ) 2<br />
n<br />
2<br />
2λ 1 2λ 1 2n − 1 − λ 2<br />
) 2<br />
F n−1<br />
X<br />
dF X<br />
(<br />
F n−1<br />
F n−1<br />
X<br />
dF X<br />
X − n<br />
0<br />
2n − 1<br />
∫ 1<br />
(<br />
F 2n−2<br />
X<br />
− 2F n−1 n<br />
X<br />
0<br />
2n − 1 + n 2 )<br />
(2n − 1) 2<br />
∫ 1<br />
(<br />
F 3n−3<br />
X<br />
− 2F 2n−2 n<br />
X<br />
0<br />
2n − 1 + n 2<br />
(2n − 1) 2 F n−1<br />
X<br />
( )<br />
1<br />
3n − 2 − 2 n<br />
(2n − 1) 2 + n<br />
(2n − 1) 2<br />
( 1<br />
3n − 2 −<br />
)<br />
n<br />
(2n − 1) 2 =<br />
F n−1<br />
X<br />
dF X<br />
)<br />
dF X<br />
n 3 (n − 1) 2<br />
4λ 2 1 (3n − 2) (2n − 1)2 (10)<br />
12