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?
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?
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 $k=1$.