Let X 1 ,X 2 , . . . , X 5 be iid with pdf f(x)
Question:
Let X1,X2, . . . , X5 be iid with pdf f(x) = e−x, 0 < x < ∞, zero elsewhere. Show that (X1 + X2)/(X1 + X2 + · · · + X5) and its denominator are independent.
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Proof Let x1 x2 be the roots of fx Then X1 X2X1 X2 X5 is the fraction of X1X2X1x 2 x5 Use Sq...View the full answer
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Related Book For 
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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