Suppose 9 real numbers are chosen uniformly and at random from the interval [ 0 , 1 ] . Let W be the variable measuring the (magnitude of the) difference between the greatest and least of the 9 randomly chosen numbers.
If the expected value E [ W ] = b a , where a , b are positive coprime integers, then find the product a ∗ b .
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Consider the measure of the sample space when W is a fixed. The smallest variable is uniformly distributed on [0, 1-W], and the largest variable is fixed by the smallest. This gives a measure of 1-W. The remaining 7 numbers are uniformly distributed on an interval of length W. Thus the measure for the remaining 7 numbers is W^7 K, where K is the measure for 7 numbers uniformly distributed on [0,1]. The total measure for any specific W is thus (1-W) W^7 K. Thus we get the expected value of
∫ 0 1 ( 1 − w ) w 7 k d w ∫ 0 1 w ( 1 − w ) w 7 k d w
= ∫ 0 1 ( 1 − w ) w 7 d w ∫ 0 1 ( 1 − w ) w 8 d w
= 1 / 8 − 1 / 9 1 / 9 − 1 / 1 0 = 1 / 7 2 1 / 9 0 = 4 / 5
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I'll look first at the general case of n numbers chosen uniformly and at random from the interval [ 0 , 1 ] .
Let the largest of these n numbers be M and the smallest m . Now the probability that m > x for 0 < x < 1 is p ( m > x ) = ( 1 − x ) n . By symmetry, the distribution of ( 1 − M ) will be the same as that of m . We can then say that
E [ W ] = E [ M − m ] = E [ 1 − 2 m ] = 1 − 2 ∗ ∫ 0 1 p ( m > x ) d x =
1 − 2 ∗ ∫ 0 1 ( 1 − x ) n d x = 1 − n + 1 2 = n + 1 n − 1 . .
For n = 9 we thus have E [ W ] = 1 0 8 = 5 4 , and so a ∗ b = 4 ∗ 5 = 2 0 .
(Note that as n → ∞ we have E [ W ] → 1 , as would be expected.)