2.| Let X1,..., X„ be n random variables. Prove that max (X;) = X; -Emin (X;, X;) + i

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 35E
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2.| Let X1,..., X, be n random variables. Prove that
max (X;) => X; - min (Xi, X;)+
%3D
i=1
i<j
+Σ min(X, Xj, X.) +
i<j<k
+...+ (-1)"-1min(X;, Xj,..., X„).
Transcribed Image Text:2.| Let X1,..., X, be n random variables. Prove that max (X;) => X; - min (Xi, X;)+ %3D i=1 i<j +Σ min(X, Xj, X.) + i<j<k +...+ (-1)"-1min(X;, Xj,..., X„).
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