Probability, Expected value, joint P.D.F. and order statistics

  • #1
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28
I want to know how did author derive the red underlined term in the below given Example?


Probability,Expectedvalue.png


Would any member of Math help board enlighten me in this regard?

Any math help will be accepted.
 
Last edited:
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  • #2
Following reading material is necessary to answer my question. After reading the following material, you may answer my following questions and therby clear my doubts:
1) What is the meaning of 1 ?

2) How did author make
2 = $n(n-1)(y-x)^{n-2} ?$

3) How to prove
3 ?

Order Statistics:
1655698746147.png


Kth order statistics:

1655699729971.png

1655698794206.png


1655698865555.png
 
  • #3
Write a computer program (in the language of your choice) that verifies the results in this Example for the case n = 3 and n =4 by taking large numbers of samples.

How to answer this question?
 

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