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Order Statistics 1 Introduction and Notation

Order Statistics 1 Introduction and Notation Let X1 , X2 , .. , X10 be a random sample of size 15 from the uniform distribution over the interval (0, 1). Here are three different realizations realization of such samples. Because these samples come from a uniform distribution, we expect them to be spread out ran- domly and evenly across the interval (0, 1). (You might think that you are seeing some sort of clustering but keep in mind that you are looking at a measly selection of only three samples. After collecting more samples I'm sure your view would change!)

A Heuristic: Since X 1;X 2;:::;X n are assumed to come from a continuous distribution, the min and max are also continuous and the joint pdf does not represent probability{ it is a surface under which volume represents probability. However, if we bend the rules and think of the joint pdf as probability, we can develop a heuristic method for ...

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  Introduction, Statistics, Order, Notation, Heuristic, Order statistics 1 introduction and notation, A heuristic

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