1. Let X(1),X(2), . . .X(n) be the set of order statistics of independent RVs X1,X2, ....
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1. Let X(1),X(2), . . .X(n) be the set of order statistics of independent RVs X1,X2, . . . ,Xn with common PDF f (x) =
βe−xβ if x ≥ 0, 0 otherwise.
(a) Show that X(r) and X(s)
−X(r) are independent for any s > r.
(b) Find the PDF of X(r+1)
−X(r).
(c) Let Z1 = nX(1),Z2 = (n−1)(X(2)
−X(1)), Z3 = (n−2)(X(3)
−X(2)), . . . ,Zn =
(X(n)
− X(n−1). Show that (Z1,Z2, . . . ,Zn) and (X1,X2, . . . ,Xn) are identically distributed.
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Related Book For
An Introduction To Probability And Statistics
ISBN: 9781118799642
3rd Edition
Authors: Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh
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