試題詳解

4. Let U be uniformly distributed over [0,1]. Which of the following statements is wrong?
(A) E[U]=1/2
(B) Var(U)= 1/12
(C)Let Y = -In (U). The pdf of Y is.
(D) Let Z = e^U. The pdfofZ is f(z) = 1/z, for 1 ≤ z ≤ e.
(E) The MGF of U is