Let X1,X2,,,,Xn be a random sample from a continuous type distribution
a) find P(X1<=X2),P(X1<=X2,X1<=X3),...,P(X1<=Xi, i=2,3,...,n).
(The answer for this is 1/n but I am not sure the reasoning behind of that.
Can anybody explain this?)
b) Suppose the sampling continues until X1 is no longer the smallest observation, (i.e., Xj < X1 <= Xi, i=2,3,...,j-1). Let Y equal the number of trials until X1 is no longer the smallest observation, (i.e., Y=j-1). Show that the distribution of Y is P(Y=y) = 1 / y(y+1), y=1,2,3,...
c) Compute the mean and variance of Y if they exist.