Let Y 1 < Y 2 < < Y n be the order statistics
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Let Y1 < Y2 < · · · < Yn be the order statistics of a random sample of size n from a distribution that has pdf f(x; θ) = (1/θ)e−x/θ, 0 < x < ∞, 0 < θ < ∞, zero elsewhere. Show that the ratio R = nY1 / Σn1 Yi and its denominator (a complete sufficient statistic for θ) are independent. Use the result of the preceding exercise to determine E(Rk), k = 1, 2, 3, . . . .
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ERk k 1 2 3 can be given by and they are independen...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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