Problem

Show that the algorithm in Sec. 8.2.1 for generating the ith order statistic is valid when...

Show that the algorithm in Sec. 8.2.1 for generating the ith order statistic is valid when F is strictly increasing. [Hint: Use the fact that if U1, U2, …, Un are IID U(0, 1), then U(i) ~ beta(i, ni + 1).] Verify directly that for i = 1 and i = n it is valid to let V = 1 – U1/n and V = U1/n, respectively.

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Solutions For Problems in Chapter 8