Random variable X1,X2....Xn are iid; each Xj has CDF Fx(x) and PDF fx(x) Consider Ln = min(X1,.......Xn)
Question:
Random variable X1,X2....Xn are iid; each Xj has CDF Fx(x) and PDF fx(x) Consider
Ln = min(X1,.......Xn)
Un = max (X1,............,Xn)
In terms of Fx(x) and /or fx(x):
(a) Find the CDF FUn(u).
(b) Find the CDF FLn(l)
(c) Find the joint CDF FLn,Un(l,u)
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a This is straightforward F Un u P maxX 1 X n u PX 1 uX n u PX 1 u PX 2 u P X n u FXu n ...View the full answer
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Related Book For
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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