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Let X1, ... , Xn be independent uniform (0, 1) random variables. Let R = X(n) − X(1) denote the range and M = [X(n) + X(1)]/2 the midrange of X1, ..., Xn. Compute the joint density function of R and M.

Short Answer

Expert verified

f(R,M)=1;0≤(r,m)≤10;otherwise

Step by step solution

01

Introduction

Let X1,…,Xn be independent uniform random variables.
The range of the uniform distribution is defined as R=X(n)-X(1)

The Midrange of the uniform distribution is defined as

M=X(n)+X(1)2

02

Explanation

Compute the joint density function of R and M
The probability density function of the Uniform distribution is given by,

fixi=1;0≤xi≤10;OtherwiseSinceallthevariablesareindependenttoeachother,thejointdistributionisgivenby,fx1xn=fx1fxn=1ConsiderR=X(n)-X(1)M=X(n)+X(1)2

03

Explanation

Let use say x, y are the minimum and maximum values in a sample which is taken from the given distribution. That is X(n)=yand X(1)=x
By using the transformation,

r=y-x⇒x=y-rm=y+x2⇒y=2m-x⇒y=2m-(y-r)⇒2y=2m+r⇒y=m+r2And,x&=y-r=m+r2-r=m-r2Thus,x=m-r2y=m+r2

04

Explanation

Use Jacobian transformation to find the Jacobian coefficient. That is,

J=∂x∂r∂x∂m∂y∂r∂y∂m=∂∂rm-r2∂∂mm-r2∂∂rm+r2∂∂mm+r2=-121121=-12(1)-12(1)=-1

05

Explanation 

Now,thejointdistributionofRandMisgivenby,f(R,M)=f(x1,xn)×1|J|=1×1|-1|=1Therefore,thejointdensityfunctionofRandMis,f(R,M)=1;0≤(r,m)≤10;otherwise

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