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.

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?