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Let Y1, . . . , Yn be iid Uniform(0, 1) random variables. Let Y(i) be the ith order statistic. (a) Derive the probability density
Let Y1, . . . , Yn be iid Uniform(0, 1) random variables. Let Y(i) be the ith order statistic.
- (a) Derive the probability density function of Y(i).
- (b) For 1 i < j n, derive the joint density of (Y(i), Y(j)).
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- (c) Show Y(n) 1 in probability.
- (d) Show that n(1Y(n)) converge in distribution to a limit. Identify the limiting distribution.
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