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Order Statistics Assignment

The document outlines various questions and answers related to order statistics from specific distributions, including Bernoulli, three-point, binomial, Poisson, exponential, uniform, logistic, and normal distributions. Each question provides a method to find the distributions or properties of the smallest or largest order statistics for the given distributions. The document serves as a reference for understanding order statistics as presented in 'A First Course in Order Statistics' by Arnold, Balakrishnan, and Nagaraja.

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Sakib Hasan
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2 views2 pages

Order Statistics Assignment

The document outlines various questions and answers related to order statistics from specific distributions, including Bernoulli, three-point, binomial, Poisson, exponential, uniform, logistic, and normal distributions. Each question provides a method to find the distributions or properties of the smallest or largest order statistics for the given distributions. The document serves as a reference for understanding order statistics as presented in 'A First Course in Order Statistics' by Arnold, Balakrishnan, and Nagaraja.

Uploaded by

Sakib Hasan
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd

Assignment: Order Statistics from Some Specific Distributions

Based on Chapter 4 of "A First Course in Order Statistics" by Barry C. Arnold, N.


Balakrishnan, and H. N. Nagaraja.

Question 1: Bernoulli Distribution Order Statistics


Let X1, X2, ..., Xn be i.i.d. Bernoulli random variables with parameter p.

Find the distributions of the smallest order statistic X(1:n) and largest order statistic X(n:n).

Answer:

P(X(1:n)=1)=p^n

P(X(1:n)=0)=1-p^n

So, X(1:n) ~ Bernoulli(p^n).

P(X(n:n)=0)=(1-p)^n

P(X(n:n)=1)=1-(1-p)^n

Thus, X(n:n) ~ Bernoulli(1-(1-p)^n).

Question 2: Three-Point Distribution


Suppose P(X=0)=a, P(X=1)=b, and P(X=2)=c where a+b+c=1.

Find P(X(n:n)=2).

Answer:

P(X(n:n)=2)=1-(1-c)^n

Question 3: Binomial Distribution


Let X1, X2, ..., Xn ~ Bin(m,p).

Find the cdf of the largest order statistic X(n:n).

Answer:

F_X(n:n)(x) = [ Σ(k=0 to x) (m choose k)p^k(1-p)^(m-k) ]^n

Question 4: Poisson Distribution


Let X1, X2, ..., Xn ~ Poisson(λ).

Find P(X(1:n) > x).

Answer:
P(X(1:n)>x) = [1 - Σ(k=0 to x) e^(-λ) λ^k / k!]^n

Question 5: Exponential Distribution


Let X1, X2, ..., Xn ~ Exp(λ).

Find the pdf of the minimum order statistic.

Answer:

f_X(1:n)(x)=nλe^(-nλx)

Therefore X(1:n) ~ Exp(nλ).

Question 6: Uniform Distribution


Suppose X1, X2, ..., Xn ~ Uniform(0,1).

Find E(X(i:n)).

Answer:

E(X(i:n)) = i / (n+1)

Question 7: Logistic Distribution


If F(x)=1/(1+e^(-x)), find the cdf of X(n:n).

Answer:

F_X(n:n)(x) = [1/(1+e^(-x))]^n

Question 8: Normal Distribution


Suppose X1, X2, ..., Xn ~ N(0,1).

Find the pdf of the largest order statistic.

Answer:

f_X(n:n)(x)=n[Φ(x)]^(n-1)φ(x)

Reference
A First Course in Order Statistics — Barry C. Arnold, N. Balakrishnan, and H. N. Nagaraja.

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