Order Statistics
1. [Exercises 10.1.1 and 10.1.2] Define the p.d.f. for the
r
th order statistic in a random sample of size
n
for a given distribution function. Then use animation to graph the p.d.f.'s of the order statistics,
,
, ...,
from the
U
(0, 10) distribution.
Solution
2. [Exercise 10.1.5] Define the p.d.f. for the
r
th order statistics in a random sample is size
n
for a given distribution function. Then use animation to graph the p.d.f.'s of
, ...,
when sampling from the exponential distribution with mean
. Also find the respective means of the order statistics as well as the respective values of
E
[
F
(
)].
3. [Questions and Comments 10.1.4] There are times when we may be interested in simulating observations of only the first m order statistics out of a random sample of size n . This is illustrated using the U (0, 10) distribution. Solution
4. [Exercise 10.1.7 and Questions and Comments 10.1.4] Suppose we want to make some inference about the mean,
,
for the exponential distribution using only the first
m
out of
n
order statistics. It is useful to know that
has a chi-square distribution with 2*
m
degrees of freedom. This is illustrated empirically.
Solution
5. [Questions and Comments 10.1.5] There are times when we may be interested in simulating observations of only the last m order statistics for a random sample of size n . This is illustrated for the U (0, 10) distribution with n = 9 and m = 4.