Question: S Distribution density of order statistics. Let X1; : : : ; Xn be i.i.d. real random variables with continuous distribution density , and suppose
S Distribution density of order statistics. Let X1; : : : ; Xn be i.i.d. real random variables with continuous distribution density , and suppose that the set X WD ¹ > 0º is an interval.
Determine the distribution density of the kth order statistic XkWn. Hint: Use either Problem 1.18 and Section 2.5.3, or (8.17) and (8.8b).
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