z*******9 发帖数: 167 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: zheda1999 (zheda1999), 信区: Quant
标 题: Re: 一道很有意思的老题: some thought
发信站: BBS 未名空间站 (Tue Aug 10 00:32:00 2010, 美东)
I think this is the first serious response I have ever seen.
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sly, F or G is cumulative distribution function, which is
uniform in [0,1]. seems to me nothing wrong here in shede's
expression.
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I think your discussion is very close to my point here.
F is uniform in [0,1]. Do you know why?
If you know how to prove it, you will know t |
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