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Let X1, X2, X3, X4, X5 be independent continuous random variables having a common cdf F...

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Basic Math

Let X1, X2, X3, X4, X5 be independent continuous randomvariables having a common cdf F and pdf f, and set p=P(X1

(i) Show that p does not depend on F. Hint: Write I as afive-dimensional integral and make the change of variables ui =F(xi), i = 1,··· ,5.

(ii) Evaluate p.
(iii) Give an intuitive explanation for your answer to (ii).

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