Re: Min of two Uniformly distributed random variables
- From: Jack Tomsky <jtomsky@xxxxxxxxxxxxx>
- Date: Sun, 25 Feb 2007 19:28:35 EST
Hello, I have a problem of determining the
distribution of a min
function.
a,b,c are positive real numbers where 0<a-b<c
X is a uniformly distributed random variable U(a-c,b)
Y=min{a+b-2X, 2X+2c-a-b)
When I simulate it, I see that Y has a triangular
shape. But I need to
formally prove it.
Any idea?
Thanks.
Use the fact that
Y = a+b-2X if X >= (a+b-c)/2
Y = 2X+2c-a-b if X <=(a+b-c)/2
and X is uniform.
Jack
.
- References:
- Min of two Uniformly distributed random variables
- From: hpmilton
- Min of two Uniformly distributed random variables
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