Let Y1, Y2, ..., Yn be independent random variables
each having uniform distribution on the interval (0, θ).
(a) Find the distribution of Y(n) and find its expected
value.
(b) Find the joint density function of Y(i) and Y(j) where 1 ≤ i
< j ≤ n. Hence
find Cov(Y(i)
, Y(j)).
(c) Find var(Y(j) − Y(i)).
Note:As i have knowledge regarding only these bits.If you want to answer for c bit.Please send it separately.Thank you.
Let Y1, Y2, ..., Yn be independent random variables each having uniform distribution on the interval...
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