10_02ans - STAT 410 Examples for Fall 2009 In general if X...

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STAT 410 Examples for 10/02/2009 Fall 2009 In general, if X 1 , X 2 , … , X n is a random sample of size n from a continuous distribution with cumulative distribution function F ( x ) and probability density function f ( x ), then F max X i ( x ) = P ( max X i x ) = P ( X 1 x , X 2 x , … , X n x ) = P ( X 1 x ) P ( X 2 x ) P ( X n x ) = ( 29 ( 29 n x F . f max X i ( x ) = F ' max X i ( x ) = ( 29 ( 29 ( 29 1 F x f x n n - . 1 – F min X i ( x ) = P ( min X i > x ) = P ( X 1 > x , X 2 > x , … , X n > x ) = P ( X 1 > x ) P ( X 2 > x ) P ( X n > x ) = ( 29 ( 29 n x F 1 - . F min X i ( x ) = ( 29 ( 29 n x F 1 1 - - . f min X i ( x ) = F ' min X i ( x ) = ( 29 ( 29 ( 29 1 F 1 x f x n n - - . Let Y k = k th smallest of X 1 , X 2 , … , X n . F Y k ( x ) = P ( Y k x ) = P ( k th smallest observation x ) = P ( at least k observations are x ) = ( 29 ( 29 ( 29 ( 29 = - - n
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This note was uploaded on 04/15/2010 for the course STAT 410 taught by Professor Monrad during the Fall '08 term at University of Illinois, Urbana Champaign.

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10_02ans - STAT 410 Examples for Fall 2009 In general if X...

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