Let U(1), U() denote the order statistics of a set of n uniform (0, 1) random variables

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Let U(1), U() denote the order statistics of a set of n uniform (0, 1) random variables Show that given U(m) = y, U(1), U(n-1) are distributed as the order statistics of a set of n-1 uniform (0, y) random variables

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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