In: Statistics and Probability
Let Y1 < Y2 < Y3 < Y4 < Y5 denote the order statistics of a random sample of size 5 from a distribution having pdf f(x) = e−x, 0 < x < ∞, zero elsewhere.
show that Y4 and Y5 – Y4 are independent.
Hint: First find the joint pdf of Y4 and Y5.