SOA_P sample裡的幾題請教大家 - 金融分析師

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感謝前面的人給我一點信心.但是這次我又有問題了XD

同樣也是sample裡的問題想請教大家

A machine consists of two components, whose lifetimes have the joint pdf.

f(x,y)=1/50, x>0,y>0, x+y<10

The machine operates until both components fail. Calculate the expected

operational time of machine.

我認為由於題目是要算期望的運作時間.可是X和Y誰壽命比較都不知道.所以假設x>y

(相反也可以)

則題目所求自然就是壽命比較長的E(X).可是答案算出來是2.5
則解答是5

請大家幫我看看,謝謝!

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All Comments

Barb Cronin avatarBarb Cronin2012-05-11
E[max{X,Y}]
Sandy avatarSandy2012-05-16
max{X,Y}=X*1_{X>Y}+Y*1_{Y>=X}
剩下自己算吧
Sandy avatarSandy2012-05-16
畫出x>y和x<y兩個區塊就可以算了