Define:

The ordered values of the iid sample are known as the
**order statistics**.

The question we will try to reply to is:

**What is the formula for the density
of the ***kth*** order statistic?**

We start with the extremes that are easy to handle:

**First method**-

**Second Method**-

The advantage of this method is that it can be generalized:*X*_{(k)}is the k smallest of .