# How to solve this integral

• Apr 25th 2013, 04:20 AM
meeksoup
How to solve this integral
Hi,

This question is part of a series of steps in trying to prove the variance of the difference of two ordered statistics. Currently, I am stuck at the following integrand:
http://latex.codecogs.com/gif.latex?..._{(i)}dy_{(j)}

where a is just a constant.

I have tried jacobian transformations but unsuccessful.

Could any one help?
thanks.
• Apr 25th 2013, 05:57 AM
majamin
Re: How to solve this integral
Quote:

Originally Posted by meeksoup
Hi,

This question is part of a series of steps in trying to prove the variance of the difference of two ordered statistics. Currently, I am stuck at the following integrand:
http://latex.codecogs.com/gif.latex?..._{(i)}dy_{(j)}

where a is just a constant.

I have tried jacobian transformations but unsuccessful.

Could any one help?
thanks.

Is there a relationship between n, i, and j?