Let X_{1},X_{2},...,X_{6} be an i.i.d. random sample where each X_{i} is a continuous random variable with probability density function f(x)=e^{-(x-0)}, x>0 Find the probability density function for X_{6}.

boitshupoO

boitshupoO

Answered question

2021-05-12

Let X1,X2,...,X6 be an i.i.d. random sample where each Xi is a continuous random variable with probability density function
f(x)=e(x0),x>0
Find the probability density function for X6.

Answer & Explanation

Macsen Nixon

Macsen Nixon

Skilled2021-05-13Added 117 answers

Step 1
We know,
f(x)=e(x0),x>0
And,
X1X2,...,X6
are IID random variables
Step 2
Therefore,
f(X6)=e(x60),x6>0

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