How to find the difference of order statistics in a sample of exponential random variables?

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kader
kader 2017 年 6 月 4 日
How to find the difference of order statistics in a sample of exponential random variables? Let U1,...,Un be a random sample of exponential random variables Ui∼exponential(0,v). Let U(1),...,U(n)be the order statistics of the sample. Then how to find W=U(s)−U(r)? 1≤r<s≤n and how to solve in MATLAB?
Thanks in advance.

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