Distribution of the Sample Range of Continuous Random Variables
Distribution of the Sample Range of Continuous Random Variables
Let , …, be a random sample from a continuous distribution. Let and be the smallest and the largest value in the sample. The sample range is , that is, the difference between the largest and the smallest value. The sample range is a crude measure of the variation in the sample. This Demonstration shows the distribution of the sample range when the sample is drawn from some well-known continuous distributions.
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