=+14.1. Let X1,...,Xn be an i.i.d. sample from a distribution with cdf F and pdf f, and
Question:
=+14.1. Let X1,...,Xn be an i.i.d. sample from a distribution with cdf F and pdf
f, and X(1) < ··· < X(n) be the order statistics. Then the cdf of X(i)
is given by G(i)(x) = n k=i
n k
{F(x)}k{1 − F(x)}n−k, and the pdf of Xi is given by g(i)(x) = n!
(i − 1)!(n − i)!{F(x)}i−1{1 − F(x)}n−i f(x).
Using these results, derive the cdf and pdf of R in Example 14.2, assuming n = 2m − 1 for simplicity.
518 14 Jackknife and Bootstrap
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