82. Let X1, X2,... be independent continuous random variables with a common distribution function F and density
Question:
82. Let X1, X2,... be independent continuous random variables with a common distribution function F and density f = F
, and for k 1 let Nk = min{n k: Xn = kth largest of X1,..., Xn}
(a) Show that P{Nk = n} = k−1 n(n−1), n k.
(b) Argue that fXNk
(x) = f (x)(F¯
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: