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Math Help - How to solve this integral

  1. #1
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    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:


    where a is just a constant.

    I have tried jacobian transformations but unsuccessful.

    Could any one help?
    thanks.
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  2. #2
    Member
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    BC, Canada
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    Re: How to solve this integral

    Quote Originally Posted by meeksoup View Post
    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:


    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?
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