Sample minimum plus maximum exceeding one
Question
Draw independent values , and let be the smallest and the largest of them. Find .
Short answer
. Replacing every by leaves the joint law unchanged but turns into , which maps the event onto . The two events are equally likely and has probability zero, so each has probability .
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Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Cumulative Distribution Functions
- Sample Spaces, Events, and the Probability Axioms
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