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    Finding pdf of a random variable

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    7.9.1 Let Y1<Y2<Y3<Y4 denote the order statistics of a random sample of size n=4 from a distribution having pdf f(x;&#952;)= 1/&#952;, 0<x<&#952;, zero elsewhere, where 0<&#952;<infinity. Show that the pdf is of the form 1/&#952; f(x/&#952;), where f(w)=1, 0<w<1, zero elsewhere.

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    The solution contains detailed explanation of finding probability density function (pdf) of a random variable.

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