Question: Let { X i : i N} be defined as in the previous problem. Let X [1] denote the random variable defined as X [1]
- Let {Xi: iN} be defined as in the previous problem. Let X[1]denote the random variable defined as
X[1]= min{X1,X2,...,Xn}
Similarly, let X[2] be defined as
X[2]= min{Xi: i N\[1]}
- Are X[1]and X[2]independent ? Explain.
- Give an expression for the distribution and density functions of X[k]. Hint: let Iibe the indicator random variable of the event{Xi x}. It follows that {XIi k} = {X[k] x} iN
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