11/5/2012
Complete Iterated Conditional Expectation - see class exercise on 10/31
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.