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How do I find the variance and covariance of ranks of independent RVs?
I know how to prove (a), while I don't have idea on(b). It would be nice if u can give me some hints
"$R_1,... R_n$ are their Wilcoxon singed ranks" means the absolute rank of $X_i-m$. Here $m = 0$, ...
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Finding the conditional distribution of 2 dependent normal random variables
Here's the situation
$X \sim N(\mu, \sigma^2)$ and given $X=x$, $Y \sim N(x, \tau^2)$
I need to find the distribution of $X$ given $Y=y$
From what's given, I know the pdf's of $X$ as well as $Y|X=x$...
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