Let Y 1 < Y 2 < < Y n be the order statistics

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Let Y1 < Y2 < · · · < Yn be the order statistics of a random sample of size n from a distribution with pdf f(x) = 1, 0 < x < 1, zero elsewhere. Show that the kth order statistic Yk has a beta pdf with parameters α = k and β = n − k + 1.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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