Let ?1, ?2, ?3 be 3 independent random variables with uniform distribution on [0, 1]. Let...

Let ?1, ?2, ?3 be 3 independent random variables with uniform distribution on [0, 1]. Let ?? be the ?-th smallest among {?1, ?2, ?3}. Find the variance of ?2, and the covariance between the median ?2 and the sample mean ? = 1 3 (?1 + ?2 + ?3).

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orchestra answered 2 years ago

2. Let ?1, ?2, ?3 be 3 independent random variables with uniform distribution on [0, 1]....

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Let ?1 and ?2 be two independent random variables with uniform distribution on [0, 1]. 1. Write down the joint cumulative distribution function and joint probability density function of ?1 + ?2 and ?1?2. 2. Write down the covariance between ?1 + ?2 and ?1?2. 3. Let ? be the largest magnitude (absolute value) of a root of the equation ? 2 − ?1? + ?2 = 0. Let ? be the random event which says that the equation ?...

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Let ?1, ?2, ?3 be 3 independent random variables with uniform distribution on [0, 1]. Let...

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