A random sample X = (X1, X2, X3) of size n = 3 is taken from a population with density f(x) = 2x, r E [0, 1]. %3D a) Evaluate the covariance between X(1) and X (3)- b) Evaluate the correlation between X1) and X(3). c) Find the density of the range R = X(2) - X1) and show that E(R) = 0.4 holds.

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A random sample X = (X1, X2, X3) of size n = 3 is taken from a population with
density
f(x) = 2x, r € [0, 1].
%3D
a) Evaluate the covariance between X(1) and X(3).
b) Evaluate the correlation between X(1) and X(3)-
c) Find the density of the range R= X(3) - X(1)
and show that E(R) = 0.4 holds.
Transcribed Image Text:A random sample X = (X1, X2, X3) of size n = 3 is taken from a population with density f(x) = 2x, r € [0, 1]. %3D a) Evaluate the covariance between X(1) and X(3). b) Evaluate the correlation between X(1) and X(3)- c) Find the density of the range R= X(3) - X(1) and show that E(R) = 0.4 holds.
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