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Independent identically distributed continuous random variables

Suppose sunshine figures are independent identically distributed continuous random variables Y_k: k>= 1 (>=) denotes greater than or equal to. Find the probability that

(a) Y_1 < Y_2 < Y_3 < Y_4
(b) Y_1 > Y_2 < Y_3 < Y_4

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Suppose sunshine figures are independent identically distributed continuous random variables Y_k: k>= 1 (>=) denotes greater than or equal to. Find the probability that

(a) Y_1 < Y_2 < Y_3 < Y_4
(b) Y_1 > Y_2 < Y_3 < Y_4

Solution:

a) Let denote f (x) the probability distribution of each random variable (r.v.) Y_k and F (x) its cumulative distribution, so that:
...

Solution Summary

This provides examples of working with probabilities of independent identically distributed continuous random variables.

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