0

I read somewhere that the minimum of $n$ points with CDF $F$ and PDF $f$ is

$g(y) = n(1-F(y))^{(n-1)}f(y)$

What would the corresponding maximum value of the points be? Also, how do we derive the minimum and maximum values?

saikat
  • 131
  • 1
    @Chinny84, I understand that's how we can get the minimum value. So, how about the maximum value? – saikat Apr 21 '15 at 20:21
  • Oops I made a mistake (not for the first time recently it seems) I will take a further look (now I read your question properly) – Chinny84 Apr 21 '15 at 20:23

1 Answers1

0

Ok, so I figured there's a general formula for the $k^{th}$ order statistic.

$g_k(y_k) = \frac{n!}{(k-1)!(n-k)!}[F(y_k)]^{k-1}[1-F(y_k)]^{n-k}f(y_k)$

So, the maximum value can be obtained by setting $k=n$ and the minimum can be obtained by setting $k=1$.

saikat
  • 131