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Ordered Statistics Tutorial and Examples

The document consists of a tutorial on ordered statistics, presenting various questions related to statistical concepts such as expected values, probability density functions, and cumulative distribution functions for different distributions. It includes calculations for minimum and maximum ordered statistics from uniform and exponential distributions, as well as sample statistics from given data points. Additionally, it discusses the relationship between the minimum of a sample and exponential distributions.

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12 views1 page

Ordered Statistics Tutorial and Examples

The document consists of a tutorial on ordered statistics, presenting various questions related to statistical concepts such as expected values, probability density functions, and cumulative distribution functions for different distributions. It includes calculations for minimum and maximum ordered statistics from uniform and exponential distributions, as well as sample statistics from given data points. Additionally, it discusses the relationship between the minimum of a sample and exponential distributions.

Uploaded by

radhapatidas18
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Tutorial on Ordered Statistics

Ques.1 Given a sample of size 3 from a uniform distribution on [0, 1], calculate the expected
value of the minimum ordered statistics X (1).

Ques. 2 Find the probability density function (PDF) of the maximum ordered statistics X (n) for a
sample of size 5 from a uniform distribution on [0, 1].

Ques. 3 What is the cumulative distribution function (CDF) of the minimum ordered statistics
X (1) for a sample of size n from an exponential distribution with rate λ.

Ques. 4 In an experiment for n=5 data points, x1 = 0.45, x2 = 0.96, x3 = 0.65, x4 = 0.76, x5 = 0.25
with each having a pdf

f(x) = 3x2 , 0 < x < 1

Determine the sample median and sample range.

Ques. 5 Two machines in the manufacturing industry each has operating life (in years) Y with a
pdf given by

f(y) ={ }

The machines operate independently, but if one machines break down, the manufacturing
process must be stopped.

Find the pdf of X, the length of the time of the manufacturing process.

Ques. 6 Suppose we have a sample of size 5 from a continuous uniform distribution on the
interval [0, 1]. Let X(1),X(2),X(3),X(4),X(5) be the order statistics (i.e., the sorted values). What is
the expected value of the smallest order statistic X (1) and the largest order statistic X (5).

Ques.7 Consider a sample of size 7 drawn from a normal distribution N (μ, σ2). Find the
expected value of the median of the sample, denoted as X (4).

Ques. 8 Let X1 , X2 , X3 ,...., Xn be a random sample from a population with continuous density.
Show that Y1 = min (X1 , X2 , X3 ,...., Xn) is exponential with parameter nλ if and only if each Xi
is exponential with parameter λ.

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