Question: Let X1, ...,Xn be a random sample from the U(, + 1) distribution. Show that statistic T = Xn:n X1:n is ancillary for .

Let X1, ...,Xn be a random sample from the U(θ,θ + 1) distribution. Show that statistic T = Xn:n − X1:n is ancillary for θ.

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