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
Question Posted: