2. Let X₁,..., X₁ be independent and uniformly distributed on the interval [0, 1]. (a) Write down the pdf for Yi, the ith order statistic. Show that Y; has a Beta distribution. What are its parameters? (b) Find the expected value and the variance of Y₁. (c) Use the previous item to calculate the expected value of Y - Y₁-1, the difference between two successive order statistics. Can you interpret your result?

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter2: Exponential, Logarithmic, And Trigonometric Functions
Section2.CR: Chapter 2 Review
Problem 111CR: Respiratory Rate Researchers have found that the 95 th percentile the value at which 95% of the data...
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2. Let X₁,..., Xn be independent and uniformly distributed on the interval [0, 1].
(a) Write down the pdf for Yi, the ith order statistic. Show that Y; has a Beta distribution. What
are its parameters?
(b) Find the expected value and the variance of Y₁.
(c) Use the previous item to calculate the expected value of Y - Y₁-1, the difference between two
successive order statistics. Can you interpret your result?
Transcribed Image Text:2. Let X₁,..., Xn be independent and uniformly distributed on the interval [0, 1]. (a) Write down the pdf for Yi, the ith order statistic. Show that Y; has a Beta distribution. What are its parameters? (b) Find the expected value and the variance of Y₁. (c) Use the previous item to calculate the expected value of Y - Y₁-1, the difference between two successive order statistics. Can you interpret your result?
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