Question: Let X1,...,Xn be iid uniform(0, θ), Let Y be the largest order statistic. Prove that Y/θ is a pivotal quantity and show that the interval

Let X1,...,Xn be iid uniform(0, θ), Let Y be the largest order statistic. Prove that Y/θ is a pivotal quantity and show that the interval
0: y5e n} al/n

is the shortest 1 - α pivotal interval.

0: y5e n} al/n

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a The density of Y X n is f Y y ny n1 n 0 y So is a scale parameter and T Y is a pivotal qua... View full answer

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