Suppose Xm, m = 1, 2,¦.,n are a sequence of independent and exponentially distributed random variables with
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Assuming that is an odd number (n = 2k €“1 for some integer ):
(a) Find the PDF of the median of the sequence.
(b) Find the expected value of the median of the sequence. Is the median an unbiased estimate of the mean of the underlying exponential distribution?
(c) Find the variance of the median of the sequence.
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a The PDF of the median sequence is Then we have b ...View the full answer
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Related Book For 
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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