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409概率中等数值题short

Expected Spacing Between Consecutive Uniform Order Statistics

题目

Let X1,,XnX_1, \ldots, X_n be iid Uniform(0,1)\operatorname{Uniform}(0,1) and let X(0)=0X_{(0)} = 0, X(n+1)=1X_{(n+1)} = 1. Show that E[X(k+1)X(k)]=1n+1E[X_{(k+1)} - X_{(k)}] = \frac{1}{n+1} for every k=0,1,,nk = 0, 1, \ldots, n, and compute this value for n=4n = 4.

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