Timeline for What is the distribution of maximum of a pair of iid draws, where the minimum is an order statistic of other minima?
Current License: CC BY-SA 3.0
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| Jul 28, 2011 at 7:06 | history | edited | mpiktas | CC BY-SA 3.0 |
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| Jul 20, 2011 at 20:33 | comment | added | OctaviaQ | FYI, I originally posted this question in mathoverflow.net. I posted a link to your answer here, but if you are interested in re-posting or linking your answer yourself, the question is here: link | |
| Jul 20, 2011 at 20:15 | vote | accept | OctaviaQ | ||
| Jul 20, 2011 at 19:37 | history | edited | Bogdan Lataianu | CC BY-SA 3.0 |
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| Jul 20, 2011 at 19:30 | comment | added | Bogdan Lataianu | @JandR I rechecked it today; see the corrections | |
| Jul 20, 2011 at 19:29 | history | edited | Bogdan Lataianu | CC BY-SA 3.0 |
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| Jul 20, 2011 at 19:09 | comment | added | OctaviaQ | Thank you for your help! But, when I follow the process exactly for simple examples (such as F(x) = x, n=4, m=2), the resulting pdf does not integrate to 1 or otherwise look reasonable. So, I'm not sure what is wrong. Also, I am unclear about your g(y). I thought it would need m's: hmin(y) = m*f(y)(1-F(y))^(m-1) g(y) = (n-1)*hmin(y)*[Integral over 0 to x of hmin(y)]^(n-2) or, more simply, G(y) = (1-(1-F(y))^m)^(n-1) , g(y) = G’(y) . But, even if I substitute this in for g(y), the final pdf still doesn’t make sense. Am I interpreting something wrong? | |
| Jul 20, 2011 at 13:25 | history | edited | whuber♦ | CC BY-SA 3.0 |
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| Jul 20, 2011 at 0:20 | history | edited | Bogdan Lataianu | CC BY-SA 3.0 |
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| Jul 20, 2011 at 0:03 | history | edited | Bogdan Lataianu | CC BY-SA 3.0 |
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| Jul 19, 2011 at 23:56 | history | edited | Bogdan Lataianu | CC BY-SA 3.0 |
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| Jul 19, 2011 at 23:49 | history | answered | Bogdan Lataianu | CC BY-SA 3.0 |