Saturday, 12 November 2011
Memoryless Property
Basically it means the distribution doesn't know where it is on the curve. Formally P(X > a | X > a-b) = P(X > b)
The only dists in CT3 with this property are exponential and geometric.
eg. if X~Exp then P(X>4 | X>3) = P(X>1).
No comments:
Post a Comment
Newer Post
Older Post
Home
View mobile version
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment