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wolfies
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Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

enter image description here

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

enter image description here

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

enter image description here

All done.

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

enter image description here

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

enter image description here

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

enter image description here

All done.

deleted 241 characters in body
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wolfies
  • 469
  • 3
  • 8

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.


Just as a side note, the solution obtained here is different to that of Carlo's posting:

http://www.tri.org.au/se/carloresult.png

whereas I obtain, for the same values, $\frac{8}{9}$ [checked via Monte Carlo ]

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.


Just as a side note, the solution obtained here is different to that of Carlo's posting:

http://www.tri.org.au/se/carloresult.png

whereas I obtain, for the same values, $\frac{8}{9}$ [checked via Monte Carlo ]

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.

deleted 9 characters in body
Source Link
wolfies
  • 469
  • 3
  • 8

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.


Just as a side note, the solution obtained here is different to that of Carlo's posting:

http://www.tri.org.au/se/carloresult.png

whereas I obtain, for the same parameter values, $\frac{8}{9}$ [Checked[checked via Monte Carlo ]

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.


Just as a side note, the solution obtained here is different to that of Carlo's posting:

http://www.tri.org.au/se/carloresult.png

whereas I obtain, for the same parameter values $\frac{8}{9}$ [Checked via Monte Carlo ]

Let $X$ ~ Uniform(0,1) with pdf $f(x)$:

http://www.tri.org.au/se/Uniformpdf01.png

The joint pdf of the 1st and $n$th order statistics is, say, $g(x_\left(1\right), x_\left(n\right))$:

http://www.tri.org.au/se/OrderstatUniformpdf01.png

where I am using the OrderStat function from the mathStatica package for Mathematica to automate the nitty gritties for me (I am one of the authors of the former).

... and with domain of support:

http://www.tri.org.au/se/domainOrderstatUniformpdf01.png

We seek $P(X_\left(n\right)- X_\left(1\right) > d)$:

http://www.tri.org.au/se/proborderstatsol.png

All done.


Just as a side note, the solution obtained here is different to that of Carlo's posting:

http://www.tri.org.au/se/carloresult.png

whereas I obtain, for the same values, $\frac{8}{9}$ [checked via Monte Carlo ]

deleted 70 characters in body
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wolfies
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  • 8
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Source Link
wolfies
  • 469
  • 3
  • 8
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