Suppose R1,R2,...,Rn are mutually independent and uniformly distributed random variables on [0,1]. Assume R(1) ≤ R(2)...

Suppose R1,R2,...,Rn are mutually independent and uniformly distributed random variables on [0,1]. Assume R(1) ≤ R(2) ≤···≤ R(n) are the order statistics of the R1,R2,...,Rn. It is given that 1 ≤ a < b ≤ n. What is the distribution of R(b)−R(a)?

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orchestra answered 1 year ago

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