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A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

3 votes
Accepted

Finding Probability of Uniform [0,1] Random Variables

The sample space of triple $\Omega=\{U_1, U_2, U_3\}$ is a unit 3D cube. Consider events $$\mathcal{E}_{i,j,k} =\{U_i<U_j<U_k\}$$ Clearly $$ \Omega = \cup_{\sigma \in S_3} \mathcal{E}_{\sigma(1),\ …
Sasha's user avatar
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1 vote

How to find P(X > F) in ANOVA F-test?

Since the test statistics follows F-ratio distribution, the $\mathbb{P}(X>z)$ is known in closed form. Let $X \sim F(n,m)$. Then $$ \mathbb{P}(X > z) = \tilde{B}_{\frac{m}{m+ n z}}\left( \frac{m} …
Sasha's user avatar
  • 407