6.18 Show that the statistics X(1) and [Xi X(1)] of Problem 6.17 (c) are independently distributed...
Question:
6.18 Show that the statistics X(1) and [Xi − X(1)] of Problem 6.17
(c) are independently distributed as E
(a, b/n) and bGamma(n − 2, 1) respectively.
[Hint: If a = 0 and b = 1, the variables Yi = (n − i + 1)[X(i) − X(i−1)], i = 2,...,n, are iid as E(0, 1).]
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
Question Posted: