Abstract
Let X1, X2, . . . 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.
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© 2009 Springer-Verlag New York
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Gut, A. (2009). Order Statistics. In: An Intermediate Course in Probability. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-0162-0_4
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DOI: https://doi.org/10.1007/978-1-4419-0162-0_4
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-0161-3
Online ISBN: 978-1-4419-0162-0
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