Lot X1 Xn be independent and identically distributed contin

Lot X_1, ..., X_n be independent and identically distributed continuous random variables having cumulative distribution function F(x). and let X_(i) denote the ordered sequence of the (realized values) of these random variables, i.e. X_(1)

Solution

a)

P( Y > X) = X1 + X2 + X3 ... Xn

b)

P( X < Y < X ) = X1 + X2 +X3 + ... +X6