11/1/2010

Complete Iterated Conditional Expectation - see class exercise on 10/27

Distributions of Order Statistics

• Definition
• Distribution of the maximum
• Example - Suppose X1, X2, ..., Xn is a random sample from a uniform (0, theta) distribution.
  • Find the p.d.f. of the maximum.
  • Find the p.d.f. of the k-th order statistic.
  • Find the joint distribution of all the order statistics.

Please read Sections 7.1-7.4 for class on Wednesday.