Question
(3) Let X,., X,, be i.t.d. Uniform (0,0) for some 0 > 0. Let Y, = - OIn(). Derive the density of Y using (a)
(3) Let X,., X,, be i.t.d. Uniform (0,0) for some 0 > 0. Let Y, = - OIn(). Derive the density of Y using (a) the CDF method, (b) the inverse transformation method. [Extra credit: Derive the density of Y using the MGF method.]
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Linear Algebra and Its Applications
Authors: Gilbert Strang
4th edition
30105678, 30105676, 978-0030105678
