Re: Probability of rth order statistic
- From: "\"Luis A. Afonso\"" <licas_@xxxxxxxxxxx>
- Date: Mon, 05 Dec 2005 16:09:50 EST
RAMS said
***You have given the cdf of the kth order stat. To determine the prob that X1 is ranked r, the probability should simply be (n-1)C(k-1) * [F(x)]^(k-1) * [1-F(x)]^(n-k) rather than the sum from k to n because I've to select (k-1) entries from the remaining (n-1) to be lesser than X1 and the remaining MUST be greater than X1. This seems to make the most sense to me. Thanks,***
To me too (my inattentive reading passing over that you are dealing with RANKS, forget me, please).
In my opinion, I am NOT at all an expert in Statistical of Extremes, take advice from learned people in this area, the ranks leads that:
____X´1 < X´2 <…< X´n
(Equality IS NOT possible).
Be successful
________licas (Lus A. Afonso)
.
- References:
- Probability of rth order statistic
- From: Patrik
- Probability of rth order statistic
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