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Unformatted text preview: Example: Find the pdf of the range of a random sample from a uniform distribution. Assume that } X ..., , X , {X n 2 1 is a random sample from uniform [0, 1]. Then the pdf and cdf of any X is, respectively otherwise 1 x for 1 ) x ( f < < = and 1. x for 1 1 x for x x for ) x ( F < < = The joint pdf of W and Z is otherwise w1 z and 1 w for 1)wn(n ) z , w ( h 2n < < < < = . 7 The pdf of W is < <= =w1 o 1 n 2n 1 otherwise 1 w for ) w 1 ( w ) 1 n ( n dz 1)wn(n ) w ( h Practice Problems: #8, 9....
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 Spring '08
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