Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Let $X_{1}, ldots, X_{n}$ be independent exponential random variables with parameter $lambda$, and let $X_{(1)}, ldots, X_{(n)}$ be their order statistics. Show that $$ Y_{1}=n
Let $X_{1}, \ldots, X_{n}$ be independent exponential random variables with parameter $\lambda$, and let $X_{(1)}, \ldots, X_{(n)}$ be their order statistics. Show that $$ Y_{1}=n X_{(1)}, \quad Y_{r}=(n+1-r)\left(x_{(r)]-X_{(r- 1)} ight), \quad r=2, \ldots, n $$ are also independent and have the same joint distribution as $X_{1}, \ldots, X_{n}$. Hint: You may use the fact that the determinant of a lower triangular matrix (a square matrix whose entries above the main diagonal are all zero) is the product of the diagonal entries. S.P.PB. 328
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started