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)?

Expert Solution

orchestra answered 2 years ago

Let X, Y and Z be independent random variables, each uniformly distributed on the interval (0,1)....

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Let ? and ? be two independent uniform random variables such that ?∼????(0,1) and ?∼????(0,1). A)...

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