Question

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)).

Let Yİ, Ya, , Yn be independent random variables each having uniform distribu- tion on the interval (0, 6) (a) Find the distribution of Y(m) and find its expected value. (b) Find the joint density function of Y(i) and YO) where l < i < j < n. Hence find Cov(Yo,Y (c) Find var(Yo) - Yo).


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Answer #1

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