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Tutorial 6 PDF

This document contains 3 exercises from a mathematical statistics textbook. The first exercise asks to find the probability density function, expected value, and variance of the maximum of two uniformly distributed random variables. The second exercise asks about the distribution and probability of the minimum of n exponentially distributed random variables. The third exercise asks to find the probability that twice the minimum of two uniformly distributed random variables is less than the maximum.

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62 views

Tutorial 6 PDF

This document contains 3 exercises from a mathematical statistics textbook. The first exercise asks to find the probability density function, expected value, and variance of the maximum of two uniformly distributed random variables. The second exercise asks about the distribution and probability of the minimum of n exponentially distributed random variables. The third exercise asks to find the probability that twice the minimum of two uniformly distributed random variables is less than the maximum.

Uploaded by

dan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MATHEMATICAL STATISTICS Tutorial Exercises 6

Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.

[6.73] 1. Let Y1 and Y2 be independent and uniformly distributed over the interval
(0,1). Find
a. the probability density function of U2 = max(Y1 , Y2 ).
b. E(U2 ) and V (U2 ).

[6.81] 2. Let Y1 , Y2 , . . . Yn be independent, exponentially distributed random variables


with mean β.
a. Show that Y(1) = min(Y1 , Y2 , . . . Yn ) has an exponential distribution with
mean β/n.
b. If n = 5 and β = 2, find P (Y(1) ≤ 3.6).

[6.85] 3. Let Y1 and Y2 be independent and uniformly distributed over the interval
(0,1). Find P (2Y(1) < Y(2) ).

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