Show that the median of a sample of size 2n+1from a uniform distribution on (0,1) has a beta distribution with parameters (n+1,n+1).

Short Answer

Expert verified

(2n+1)!n!n!(x)n(1-x)nis a Beta function with parametersl=n+1&m=n+1.

Step by step solution

01

Uniform distribution :

A continuous probability distribution is a Uniform distribution that describes occurrences that are equally likely to happen.

02

Explanation :

Sample size2n+1.

Uniform distribution on(0,1).

Beta distribution with parameters(n+1,n+1).

Sample size2n+1

Uniform distribution over(0,1)

For medianj=n+1

Applying equation (6.2)

localid="1647349001706" fxij(x)=n!(n-j)!(j-1)!F(x)-11-F(x)n-jf(x)f(x)=1F(x)=xfx(n+!)(x)=(2n+1)!n!n!(x)n(1-x)n×1=(2n+1)!n!n!(x)n(1-x)n.........(1)

A form of Beta distribution is

localid="1648088016166" f(x)=1β(l,m)xl-1(1-x)m-10x1;l,m>0

Thus, (1)is a Beta function with parameters l=n+1&m=n+1

Hence proved.

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