A total of (n) independent trials are performed on a random variable (xi) having a continuous distribution

Question:

A total of \(n\) independent trials are performed on a random variable \(\xi\) having a continuous distribution function, as a result of which the following vaiues of the variable \(\xi\) were observed: \(x_{1}, x_{2}, \ldots, x_{n}\). Find the distribution functions of the random variables:

(a) \(\eta_{n}=\max \left(x_{1}, x_{2}, \ldots, x_{n}\right)\);

(b) \(\zeta_{n}=\min \left(x_{1}, x_{2}, \ldots, x_{n}\right)\)

(c) the \(k\) th largest observation result;

(d) the joint distribution of the \(k\) th ' and \(m\) th largest observed values.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

Question Posted: