Let the independent rvsnbspx1 nbspxnnbspbe distributed, Ask an Expert

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Let the independent r.v.'s X1,. .., Xn be distributed as U(0, 1), and let 1 j n. Use the relevant results in Example 3, and Exercise 1.6(i) in order to derive:

i) The conditional p.d.f. of Yj, given Y1;

ii) The conditional p.d.f. of Yj, given Yn;

iii) The conditional p.d.f. of Yn, given Y1; and the conditional p.d.f. of Y1, given Yn.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
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