Unformatted text preview: n independent exponential random variables!] 3. Let X 1 ,X 2 , ,X n Uniform(0 , ) where &gt; 0. Can you give formulas for L n = L ( X 1 , ,X n ) and U n = U ( X 1 , ,X n ) such that P ( L n &lt; &lt; U n ) = 0 . 95. [Hint: Look at the distribution of M n = max( X 1 , ,X n ), the central limit theorem is of NO help here!]...
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This note was uploaded on 01/16/2011 for the course STAT 213 taught by Professor Ioannam during the Fall '09 term at Duke.
- Fall '09