Let $\displaystyle Y=\left(\frac{X-\nu}{\alpha}\right)^\beta$ where $\alpha$ and $\beta$ are positive. Show that if $Y$ is an exponential random variable with parameter $\lambda=1$, then $X$ is a Weibull random variable with parameters $\nu$, $\alpha$ and $\beta$.
My attempt:
Let $Y$ be an exponential random variable with parameter $\lambda=1$.
We need to prove that $X$ is a Weibull random variable. For this, $X$ has to be greater than $\nu$. (For a Weibull random variable, $F(\nu)=0\implies P\{X\le\nu\}=0\implies X>\nu$) Let us try to prove this.
$F_Y(0)=1-e^0=0$
$\implies P\{Y\le 0\}=0$
$\implies Y>0$
$\displaystyle\implies \left(\frac{X-\nu}{\alpha}\right)^\beta>0$
Now if $\beta$ is an even integer, $X-\nu$ need not be positive, i.e. $X$ can be less than $\nu$. But then $X$ cannot be a Weibull random variable.
Is there a flaw in my reasoning?
No comments:
Post a Comment