Suppose that the ordered values in a random sample of five observations are y1 < y2 <

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Suppose that the ordered values in a random sample of five observations are y1< y2 < y3 < y4 < y5. Let Fn(x) denote the sample c.d.f. constructed from these values, let F(x) be a continuous c.d.f., and let Dn be defined by Eq. (10.6.2). Prove that the minimum possible value of Dn is 0.1, and prove that Dn = 0.1 if and only if F(y1) = 0.1, F(y2) = 0.3, F(y3) = 0.5, F(y4) = 0.7, and F(y5) = 0.9.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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