3.7.2 Order Statistics of Independent Random Variables Flashcards
(5 cards)
1
Q
What is an order statistic?
A
An order statistic is the k-th smallest value in a sample of random variables.
Examples include the minimum (1st order) and the maximum (n-th order).
2
Q
what are the definitions of the first and nth order statistics?
A
X_(1) = min(X_1, …., X_n)
X_(n) = max(X_1, …., X_n)
3
Q
what are the 1st and nth order statistics of iid r.vs
A
4
Q
what is the pdf of the kth order statistic?
A
5
Q
what are the first and nth order statistics of inid r.v.s
A
