Question: Consider independent and identically distributed random samples, X 1 ,...,X n of size n from a distribution with PDF: f(x) = ( 1) / x
Consider independent and identically distributed random samples, X1,...,Xn of size n from a distribution with PDF:
f(x) = ( 1) / xa if 1 x < ; 0 otherwise, where > 1.
Let Yn = min{X1 ,..., Xn }.
1. Find the PDF of the smallest order statistic Yn . 2. Find the CDF of the smallest order statistic Yn . 3. What is the limiting distribution for Yn , as n ? 4. Find the limiting distribution for Ynn , as n (if it exists).
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