Order Statistics
Allan Gut
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Allan Gut: Uppsala University, Department of Mathematics
Chapter Chapter IV in An Intermediate Course in Probability, 1995, pp 102-118 from Springer
Abstract:
Abstract Let X 1, X 2, ... be a (random) sample from a distribution with distribution function F, and let X denote a generic random variable with this distribution. Very natural objects of interest are the largest observation, the smallest observation, the centermost observation (the median), among others. In this chapter we shall derive marginal as well as joint distributions of such objects.
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4757-2431-8_5
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DOI: 10.1007/978-1-4757-2431-8_5
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