1) In this exercise, we are given the distribution of Sn=U1+U2+…+Un, where Ui are i.i.d. Uniform(a=0,b=1) random variables.
a) Find the p.d.f. of S3=U1+U2+U3 and sketch its graph.
b) Find the p.d.f. of S4=U1+U2+U3+U4 and sketch its graph
c) Neither S3 or S4 are distributions with a name, but if you sketch their p.d.f.s, they should resemble a previous distribution. Which one?
1) In this exercise, we are given the distribution of Sn=U1+U2+…+Un, where Ui are i.i.d. Uniform(a=0,b=1)...
1 (10pts) Let U1, U2, ... ,Un be independent uniform random variables over [0, 0] with the probability density function (p.d.f). () = a 2 + [0, 03, 0 > 0. Let U(1), U(2), .-. ,U(n) be the order statistics. Also let X = U(1)/U(n) and Y = U(n)- (a) (5pts) Find the joint probability density function of (X, Y). (b) (5pts) From part (a), show that X and Y are independent variables.