Simple and unified proof of the joint or marginal density function of order statistics
Jin Zhang ()
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Jin Zhang: Yunnan University
Statistical Papers, 2025, vol. 66, issue 5, No 16, 3 pages
Abstract:
Abstract The joint or marginal distribution of order statistics is complicated in general, but it has a unified formula for continuous random samples. For simplicity, almost all statistical textbooks and monographs only introduce and prove some of its special forms. Thus, we give a unified proof of the general form, which is much simpler than existing proofs in statistical literature.
Keywords: Mathematical induction; Density function; Distribution function; Primary 62A01; 62E10; 62G30; Secondary 62E10 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00362-025-01739-1
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