Let X1,...,Xn be iid with pdf fx(x) and cdf Fx(x), and let X(i1)

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Let X1,...,Xn be iid with pdf fx(x) and cdf Fx(x), and let X(i1)<.....< X(i1) be the order statistics.
(a) Find an expression for the conditional pdf of X(i) given X(j) in terms of fx and Fx.
(b) Find the pdf of V|R = r, where V and R are defined in Example 5.4.7.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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