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249概率中等数值题medium

Order Statistics of the Uniform Distribution: Min, Max, and Range

题目

Let X1,X2,,XnX_1, X_2, \ldots, X_n be iid Uniform(0,1)\text{Uniform}(0, 1) random variables. Denote the minimum by X(1)X_{(1)} and the maximum by X(n)X_{(n)}.

(a) Derive the PDF of X(1)X_{(1)} and the PDF of X(n)X_{(n)}.

(b) Compute E[X(1)]E[X_{(1)}] and E[X(n)]E[X_{(n)}].

(c) The range is W=X(n)X(1)W = X_{(n)} - X_{(1)}. Compute E[W]E[W] for n=5n = 5.

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你的答案

a_pdf_X_min

a_pdf_X_max

b_E_X_min

b_E_X_max

c_E_W_n5