4.13 MINIMUM, MAXIMUM, AND ORDER STATISTICS

Consider N random variables that are iid with pdf fX(x). The goal in this section is to derive pdfs for the minimum (called the first-order statistic), the maximum (called the Nth-order statistic), as well as the overall order statistics.

Definition: Order Statistics The order statistics are the random variables arranged in increasing order: .

There may be some confusion about ordering random variables according to size because they are random and each can assume a range of values. Of course, once we have an actual sample (collection of outcomes) given by , they can be ordered according to size. However, ordered random variables can be described in a probabilistic sense, as we show now using the cdf transformation method.

Theorem 4.4(Order statistics). ...

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