In this problem, we would like to find the CDFs of the order statistics. Let X 1
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In this problem, we would like to find the CDFs of the order statistics. Let X1,…,Xn be a random sample from a continuous distribution with CDF FX(x) and PDF fX(x).
Define X(1),…,X(n) as the order statistics and show that
Fix x ∈ R. Let Y be a random variable that counts the number of Xj's ≤ x. Define {Xj ≤ x} as a "success" and {Xj > x} as a "failure," and show that Y ∼ Binomial(n, p = FX(x)).
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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