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MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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## Transcription for Educational Content

### Problem 6:
Let \( X_{1}, X_{2}, \ldots, X_{n} \) be the order statistics of \( n \) independent random variables \( X_{i}, X_{2}, \ldots, X_{n} \) with common probability density function (PDF) \( f(x) \). If \( 0 < x < 1 \) then

\[ 
f(x) = 1 \cdot e^{-x}, \quad x \geq 0 
\]

Find \( E[X_{m}] \) in the following cases:
- (a) \( X_{i} \) have the common distribution function (DF) 

\[ 
F(x) = x, \quad 0 < x < 1 
\]

- (b) \( X_{i} \) have the common DF 

\[ 
F(x) = x^{\theta}, \quad 0 < x < 1 
\]

### Problem 7:
For the PDF in Problem 4, find \( E[X_{m}] \) and PDFs of \( X_{1}, X_{2}, \ldots, Y \).

\[ 
Y = X_{(n)} - X_{(n-1)}, Z = X_{(n)} / X_{(n-1)} 
\]

### Problem 8:
An urn contains \( N \) identical marbles numbered 1 through \( N \). From the urn \( n \) marbles are drawn and let \( X_{(n)} \) be the largest number drawn. Show that

\[ 
P(X_{(n)} = k) = \binom{k-1}{n-1} / \binom{N}{n}, \quad k = n, n+1, \ldots, N 
\]

and \( E[X_{(n)}] = \sum (N+1)/(n+1) \).

### Explanation:
This section discusses statistical problems involving probability density functions (PDFs), order statistics, and distributions.

- **Order Statistics:** In Problem 6, order statistics are used to determine the characteristics of samples drawn from independent random variables. The goal is to find the expected value (\( E[X_{m}] \)) for different cases of common distribution function.

- **Probability Functions:** The problems involve manipulating probability expressions to determine the distribution of
Transcribed Image Text:## Transcription for Educational Content ### Problem 6: Let \( X_{1}, X_{2}, \ldots, X_{n} \) be the order statistics of \( n \) independent random variables \( X_{i}, X_{2}, \ldots, X_{n} \) with common probability density function (PDF) \( f(x) \). If \( 0 < x < 1 \) then \[ f(x) = 1 \cdot e^{-x}, \quad x \geq 0 \] Find \( E[X_{m}] \) in the following cases: - (a) \( X_{i} \) have the common distribution function (DF) \[ F(x) = x, \quad 0 < x < 1 \] - (b) \( X_{i} \) have the common DF \[ F(x) = x^{\theta}, \quad 0 < x < 1 \] ### Problem 7: For the PDF in Problem 4, find \( E[X_{m}] \) and PDFs of \( X_{1}, X_{2}, \ldots, Y \). \[ Y = X_{(n)} - X_{(n-1)}, Z = X_{(n)} / X_{(n-1)} \] ### Problem 8: An urn contains \( N \) identical marbles numbered 1 through \( N \). From the urn \( n \) marbles are drawn and let \( X_{(n)} \) be the largest number drawn. Show that \[ P(X_{(n)} = k) = \binom{k-1}{n-1} / \binom{N}{n}, \quad k = n, n+1, \ldots, N \] and \( E[X_{(n)}] = \sum (N+1)/(n+1) \). ### Explanation: This section discusses statistical problems involving probability density functions (PDFs), order statistics, and distributions. - **Order Statistics:** In Problem 6, order statistics are used to determine the characteristics of samples drawn from independent random variables. The goal is to find the expected value (\( E[X_{m}] \)) for different cases of common distribution function. - **Probability Functions:** The problems involve manipulating probability expressions to determine the distribution of
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