24 Let X₁, X₂... X be a random sample of size n from a population with a probability density function f(x) and the corresponding umulative distribution function F(x). Let Y₁ < Y₂ < Y3 <. Yn be an order statistic of the random sample, where Y₁ is the smallest and n is the largest and Y is kth largest of X₁, X₂, ... Xn. 24(a) Show that the cumulative distribution functions of the random variables Y₁ and Yn are given by Fy₁ (3₁) = 1 [1 - F(y₁)]", Fy₁ = [F(yn)]". 24(b) Suppose the population density function is given by f(x) = 2x, 0 < x < 1, otherwise. how that the density functions of 9₁ (3₁) of Y₁ and gn (yn) of Yn are (using part(a)) 91 (3₁) = 2ny₁ (1-y)-¹, 0< y₁ <1, In (Yn) = 2ny2n-1, 24(c) The joint probability density function of Y₁ < Y₂ < Y3 <. Yn is given by 9(y₁, y2,, Yn) = n! f(y₁) f(y₂) f(yn), Y₁Y2 < < Yn. Suppose n = 3, write down the joint density g(y₁, 92, 93) of Y₁ < Y₂ < Y3 when 2x, 0
24 Let X₁, X₂... X be a random sample of size n from a population with a probability density function f(x) and the corresponding umulative distribution function F(x). Let Y₁ < Y₂ < Y3 <. Yn be an order statistic of the random sample, where Y₁ is the smallest and n is the largest and Y is kth largest of X₁, X₂, ... Xn. 24(a) Show that the cumulative distribution functions of the random variables Y₁ and Yn are given by Fy₁ (3₁) = 1 [1 - F(y₁)]", Fy₁ = [F(yn)]". 24(b) Suppose the population density function is given by f(x) = 2x, 0 < x < 1, otherwise. how that the density functions of 9₁ (3₁) of Y₁ and gn (yn) of Yn are (using part(a)) 91 (3₁) = 2ny₁ (1-y)-¹, 0< y₁ <1, In (Yn) = 2ny2n-1, 24(c) The joint probability density function of Y₁ < Y₂ < Y3 <. Yn is given by 9(y₁, y2,, Yn) = n! f(y₁) f(y₂) f(yn), Y₁Y2 < < Yn. Suppose n = 3, write down the joint density g(y₁, 92, 93) of Y₁ < Y₂ < Y3 when 2x, 0
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.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 7CR
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