= 42. Let (Xr:r 1} be independent exponential random variables with parameter >, and set Sn Er-1 Xr. Show that: (a) Yk = Sk/Sn, 1 ≤ k ≤ n - 1, have the same distribution as the order statistics of independent variables {Uk: 1 ≤k ≤n-1} which are uniformly distributed on (0, 1), (b) Zk = Xk/Sn, 1 ≤ k ≤n, have the same joint distribution as the coordinates of a point (U₁...., Un) chosen uniformly at random on the simplex Σr=1 ur = 1, ur ≥ 0 for all r.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
=
42. Let {X, :r 1} be independent exponential random variables with parameter >, and set Sn
Er-1 Xr. Show that:
(a) Yk = Sk/Sn, 1 ≤ k ≤ n - 1, have the same distribution as the order statistics of independent
variables {Uk : 1 ≤ k ≤n-1} which are uniformly distributed on (0, 1),
(b) Zk = Xk/Sn, 1 ≤ k ≤n, have the same joint distribution as the coordinates of a point
(U₁...., Un) chosen uniformly at random on the simplex Σr=1 ur = 1, ur ≥ 0 for all r.
Transcribed Image Text:= 42. Let {X, :r 1} be independent exponential random variables with parameter >, and set Sn Er-1 Xr. Show that: (a) Yk = Sk/Sn, 1 ≤ k ≤ n - 1, have the same distribution as the order statistics of independent variables {Uk : 1 ≤ k ≤n-1} which are uniformly distributed on (0, 1), (b) Zk = Xk/Sn, 1 ≤ k ≤n, have the same joint distribution as the coordinates of a point (U₁...., Un) chosen uniformly at random on the simplex Σr=1 ur = 1, ur ≥ 0 for all r.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman