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4.14 (標準) 二次元確率変数の変数変換8 ベータ分布

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方針

ガンマ分布にそれぞれ独立に従う確率変数から,ベータ分布の導出ができる,ということを誘導付きで確認する問題.この事実は第7章のF分布を導出する際も使うので重要.一対一変換になっているので素直に式変形する.

答案

4.-19.jpg

参考文献

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