Which Variable Is Largest
Probability
Order Statistics
Easy
Hint 1
Ties have probability zero for continuous random variables.
Hint 2
By symmetry, each of the three variables is equally likely to be the maximum.
Show worked solution
1. Use symmetry
Since X, Y and Z are exchangeable and continuous, each variable is equally likely to attain the maximum value.
2. Normalize
The three probabilities sum to .
Answer: 1/3
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