Let Let Y₁, Y2, Y3 be the order statistics of a random sample of size 3 from distribution having p 0
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- Let Y1 < Y2 < Y3 < Y4 < Y5 denote the order statistics of a random sampleof size 5 from a distribution having pdf f(x) = e−x, 0 < x < ∞, zero elsewhere.Show that Z1 = Y2 and Z2 = Y4 − Y2 are independent.Hint: First find the joint pdf of Y2 and Y4.Let Y1 < Y2 < Y3 be the order statistics of a random sample of size 3 froma distribution having the pdf f(x) = 2x, 0 < x < 1, zero elsewhere. Show thatZ1 = Y1/Y2, Z2 = Y2/Y3, and Z3 = Y3 are mutually independent.Suppose that the random variables X1,...,Xn form a random sample of size n from the uniform distribution on the interval [0, 1]. Let Y1 = min{X1,. . .,Xn}, and let Yn = max{X1,...,Xn}. Find E(Y1) and E(Yn).
- Let Y1 < Y2 < · · · < Yn be the order statistics of a random sample of size nfrom a distribution with pdf f(x) = 1, 0 < x < 1, zero elsewhere. Show that thekth order statistic Yk has a beta pdf with parameters α = k and β = n − k + 1.Let X1, .... Xn be a random sample from a population with location pdf f(x-Q). Show that the order statistics, T(X1, ...., Xn) = (X(1), ... X(n)) are a sufficient statistics for Q and no further reduction is possible?Let X1, X2 denote two independent variables, each with a x^2(2) distribution. Find the joint pdf of Y1=X1 and Y2 = X2+X1. Note that the support of Y1, Y2 is 0<y1<y2<infinity. Also, find the marginal pdf of wach Y1 and Y2. Are Y1 and Y2 independent?
- Suppose that the continuous two-dimensional random variable (X, Y ) is uniformly distributed over the square whose vertices are (1, 0), (0, 1), (−1, 0), and (0, −1). Find the Correlation Coefficient ρxyLet X1,...,Xn be a random sample from the distribution f(x) = 2x, 0 < x < 1. Find the distribution of the sample maximum X(n)
