Let X₁, X2, X3,..., be independent identically distributed Unif(0, 1) random variables. Let Sn be the largest gap between any two of the points {X₁, X2,..., Xn} (e.g. if n = 3 and (X₁, X2, X3) 3 and (X1, X2, X3) = (0.1, 0.5, 0.7) then S3 = 0.4). Show that for any x > 0 lim P(nSn > x) = 1. n→∞
Let X₁, X2, X3,..., be independent identically distributed Unif(0, 1) random variables. Let Sn be the largest gap between any two of the points {X₁, X2,..., Xn} (e.g. if n = 3 and (X₁, X2, X3) 3 and (X1, X2, X3) = (0.1, 0.5, 0.7) then S3 = 0.4). Show that for any x > 0 lim P(nSn > x) = 1. n→∞
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![2. Let X₁, X2, X3,..., be independent identically distributed Unif(0, 1)
random variables. Let Sn be the largest gap between any two of the
points {X1, X2,..., Xn} (e.g. if n = 3 and (X₁, X2, X3) = (0.1, 0.5, 0.7)
then S3 = 0.4). Show that for any x > 0
lim P(nSn > x) = 1.
n→∞
Hint: to lower bound nSn > x, if suffices to demonstrate that there
is an empty interval of some length x/n which contains none of the
points. Make a list of some candidate intervals and then use Cheby-
shev's inequality to show one of them is empty with probability going
to 1.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F680f25e8-67cc-4689-b50c-53b5c12fc146%2Ff40963df-9b5c-48a1-bc24-9e883e42811e%2Feaifbtp_processed.png&w=3840&q=75)
Transcribed Image Text:2. Let X₁, X2, X3,..., be independent identically distributed Unif(0, 1)
random variables. Let Sn be the largest gap between any two of the
points {X1, X2,..., Xn} (e.g. if n = 3 and (X₁, X2, X3) = (0.1, 0.5, 0.7)
then S3 = 0.4). Show that for any x > 0
lim P(nSn > x) = 1.
n→∞
Hint: to lower bound nSn > x, if suffices to demonstrate that there
is an empty interval of some length x/n which contains none of the
points. Make a list of some candidate intervals and then use Cheby-
shev's inequality to show one of them is empty with probability going
to 1.
Expert Solution
![](/static/compass_v2/shared-icons/check-mark.png)
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 2 steps
![Blurred answer](/static/compass_v2/solution-images/blurred-answer.jpg)
Recommended textbooks for you
![MATLAB: An Introduction with Applications](https://www.bartleby.com/isbn_cover_images/9781119256830/9781119256830_smallCoverImage.gif)
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
![Probability and Statistics for Engineering and th…](https://www.bartleby.com/isbn_cover_images/9781305251809/9781305251809_smallCoverImage.gif)
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
![Statistics for The Behavioral Sciences (MindTap C…](https://www.bartleby.com/isbn_cover_images/9781305504912/9781305504912_smallCoverImage.gif)
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
![MATLAB: An Introduction with Applications](https://www.bartleby.com/isbn_cover_images/9781119256830/9781119256830_smallCoverImage.gif)
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
![Probability and Statistics for Engineering and th…](https://www.bartleby.com/isbn_cover_images/9781305251809/9781305251809_smallCoverImage.gif)
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
![Statistics for The Behavioral Sciences (MindTap C…](https://www.bartleby.com/isbn_cover_images/9781305504912/9781305504912_smallCoverImage.gif)
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…](https://www.bartleby.com/isbn_cover_images/9780134683416/9780134683416_smallCoverImage.gif)
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
![The Basic Practice of Statistics](https://www.bartleby.com/isbn_cover_images/9781319042578/9781319042578_smallCoverImage.gif)
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](https://www.bartleby.com/isbn_cover_images/9781319013387/9781319013387_smallCoverImage.gif)
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman