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are n iid continuous random
variables with a common density f,
a distribution function F.
The ordered values of the iid sample are known as the
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