w******i
发帖数: 503 | 1 X1, X2, ... Xn are independent and identically distributed random variables
having uniform distributions over (0,1). find
1. E[max(X1, X2, ..., Xn)]
2. E[min(X1, X2, ..., Xn)]
Thanks for your help. | s*x
发帖数: 3328 | 2 2. \leq min(E(X_i)) \leq max(E(X_i)) \leq 1.
variables
【在 w******i 的大作中提到】
: X1, X2, ... Xn are independent and identically distributed random variables
: having uniform distributions over (0,1). find
: 1. E[max(X1, X2, ..., Xn)]
: 2. E[min(X1, X2, ..., Xn)]
: Thanks for your help.
| w******i
发帖数: 503 | 3 could you please elaborate a bit more? Thanks.
【在 s*x 的大作中提到】
: 2. \leq min(E(X_i)) \leq max(E(X_i)) \leq 1.
:
: variables
| H****h
发帖数: 1037 | 4 可以把联合分布求出来，利用
{max(X1,...,Xn)
{min(X1,...,Xn)>a}=intersection of {X1>a},...,{Xn>a}.
variables
【在 w******i 的大作中提到】
: X1, X2, ... Xn are independent and identically distributed random variables
: having uniform distributions over (0,1). find
: 1. E[max(X1, X2, ..., Xn)]
: 2. E[min(X1, X2, ..., Xn)]
: Thanks for your help.
| w******i
发帖数: 503 | 5 Got it. Thanks a lot.
【在 H****h 的大作中提到】
: 可以把联合分布求出来，利用
: {max(X1,...,Xn): {min(X1,...,Xn)>a}=intersection of {X1>a},...,{Xn>a}.
:
: variables
|
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