Suppose $T_i\sim F$ i.i.d. for $i=1,\,\cdots,\,n$ where $F$ has continuous density function $f$ on $[0,\,1]$ such that $\inf_{t\in[0,1]}f(t)>0$.
Prove that $E(|T_{(1)}-T_{(2)}|)=O(n^{-1})$.
Here is what I have tried.
Suppose $T_i\sim F$ i.i.d. for $i=1,\,\cdots,\,n$ where $F$ has continuous density function $f$ on $[0,\,1]$ such that $\inf_{t\in[0,1]}f(t)>0$.
Prove that $E(|T_{(1)}-T_{(2)}|)=O(n^{-1})$.
Here is what I have tried.
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