I need help with the formula for expected value of the range for ordered statistics. Do you take expected value formula for max and subtract expected value for min? Thanks Fred 1956
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The range is the difference, hence $\displaystyle R=X_{(n)}-X_{(1)}$ these order stats are not independent, but if all you want is the mean, you don't need independence. $\displaystyle E(R)=E(X_{(n)})-E(X_{(1)})$
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