Question: Suppose that X1, . . . , Xn form a random sample from the uniform distribution on the interval [0, 1], and let W denote
Suppose that X1, . . . , Xn form a random sample from the uniform distribution on the interval [0, 1], and let W denote the range of the sample, as defined in Example 3.9.7. Also, let gn(x) denote the p.d.f. of the random variable 2n(1ˆ’ W), and let g(x) denote the p.d.f. of the χ2 distribution with four degrees of freedom. Show that
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lim gn(x) = g(x) for x > 0.
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It was shown in Sec 39 that the pdf of W is as follows for 0 w 1 h 1 w nn 1w n2 1 w ... View full answer
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