# Questions tagged [order-statistics]

The order statistics of a sample are the values placed in ascending order. The i-th order statistic of a statistical sample is equal to its i-th smallest value; so the sample minimum is the first order statistic & the sample maximum is the last. Sometimes 'order statistic' is used to mean the whole set of order statistics, i.e. the data values disregarding the sequence in which they occurred. Use also for related quantities such as spacings.

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### Ranks of a set of maximal invariant statistics

Let $\{\mathbf{x}_l\}_{l=1}^L$ be a set of i.i.d. (continuous) random vectors sharing the same density $p_X$. Let $\{Q_l\}_{l=1}^L$ be a set of (positive and continuous) random variables representing ...
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### How to compute the joint density of three ordered random variables? [duplicate]

I am trying to understand ordered statistics and I don't understand how I can compute the joint density of three ordered random variables. Assume ${X_1,...,X_n}$ are i.i.d with a distribution $F(x)$ ...
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### How to graph distribution of Order statistics?

Is there a software that can graph the pdfs and Cds of an arbitrary number of order statistics or is there some code such software? How to do it? I'm trying to understand the distribution of order ...
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### Estimating median from quantized data

I have quantized measurements and I would like to estimate the median of the underlying distribution. Can I do better than taking the median of the quantized measurement?
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### Hypothesis test for $\theta$ in a $uniform(0,\theta)$ distribution

Suppose $X_1, \ldots, X_n$ is a random sample drawn from a $uniform(0,\theta)$ distribution. We will test $H_o: \theta = 3$ and $H_a: \theta = 2$. Use the test statistic $X_{(n)}$ and reject $H_o$ if ...
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### Expectation of the k-th order statistic of a standard Gaussian sample

Let $(X_1,\dots,X_n)$ be independent random variables with common distribution $\mathcal{N}(0,1)$. The order statistics satisfy $X_{(1)} \leq X_{(2)} \leq \dots \leq X_{(n)}$. I am interested in the ...
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### Is Dixon's Q statistic ancillary for normal data?

Dixon's Q statistic is the ratio of the "gap" between an outlier and the nearest value, over the range of the data. I would like to know is if this is ancillary to the parameters of the normal ...
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### Asymptotic behaviour of order statistic $x_{(n-k+1)}$ when k is $n^{\alpha}$

I am interested in the asymptotic behavior of the top k-th order statistic $x_{(n-k+1)}$ from n i.i.d. standard normal samples, when k is $n^\alpha$ where $\alpha\in (0,1)$. I just wonder if we can ...
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### What is the probability that the student who finishes last takes over twice as long as the student who finishes first?

Three students independently attempt to solve a statistics problem. Assume the times taken (in minutes) by each student to solve the problem are identically distributed on $U(0,30)$. What is the ...
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### Double Integral involving Beta Functions (about Pareto Distribution)?

I have tried evaluate $(m_i,m_j)$th product moment of $X_{(i)}$ and $X_{(j)}$ order statistics of Pareto Distribution, that is $E[X_{(i)},X_{(j)}]$, where $i\le j$ , $X_1,X_2,...,X_n$ i.i.d. from ...
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### PERMANOVA test and its assumptions

I have collected data based on a 5 point Likert scale (very low, low, neutral, high, very high) on factors considered by individuals before making investment decisions. There are five factors (D.Vs) ...
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### Identifying interaction terms in nonlinear data whose underlying function may be unknown

This is the data that I am using to frame and ask this question (code written in R): ...
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### Distribution of the minimum and maximum order statistics under a partial ordering

Let ${\bf{x}} = (x_{11},x_{12}, x_{13},\ldots,x_{nm})$ and $f({\bf{x}})\propto 1_A({\bf{x}}) \prod_{i,j} {x_{ij}}^{\alpha-1} (1-x_{ij})^{\beta-1}$ for $i = 1,\ldots, n$ and $j = 1, \ldots, m$. That ...
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### How to fully estimate a probability density from only a sample of minimum values?

We are given a sample $\{ z_i \}$, $i=1,2,\ldots,N$, such that each value $z_i$ corresponds to the minimum of $n$ random variables $x$, i.e., $z = \min \{ x_1, x_2,\ldots,x_n \}$. By means of ...
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### Coin flipping with revision of probability

Suppose two coins $x$ and $y$ have "H" heads probability $p_x$ and $p_y$. $p_x$ and $p_y$ are independently drawn according to a uniform distribution over $[0,1]$. Say that we know $p_x\geq p_y$. So, ...
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### Testing against non-dominance of discrete distributions

I have two discrete distributions $A$ and $B$ with independent draws. What tests can I use against $H_0$: $A$ does not first-order stochastically dominate $B$?
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### Distribution of ranges of normally distributed variables

I have four independent variables $x_i$, each of them normally distributed with $\mu = 0$ and $\sigma = 1$. What is the distribution of the range of the four variables, i.e., $\max(x_i) - \min(x_i)$? ...
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### Probability of selecting maximum in bivariate correlated order statistics?

In a testing, ranking, or selection scenario, we have samples of size n where a measurement is correlated 0<r<1 with some second variable of interest; they are bivariate normally distributed. We'...
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### How can a probability densitiy be estimated based on the maximum entropy principle, with constraints in the order statistics?

Let's say we are given a sample $\{ z_i \}$, $i=1,2,\ldots,N$, such that each value $z_i$ corresponds to the minimum of $n$ random variables $x$, i.e., $z = \min \{ x_1, x_2,\ldots,x_n \}$. The ...
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### How do I find the expected values and covariance matrix of the order statistics of iid random variables sampled from the standard normal distribution?

Recently I was trying to learn more about Normality tests and came to know about Shapiro-Wilk test for Normality. I understood most part of it but one thing I didn't understand is that how do I find ...
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### What is the variance of the mean, conditional on being between two order statistics or quantiles?

Suppose I have a simple random sample drawn from a population with a known distribution on some population characteristic like height or income, with probability density function (pdf) $f(x)$. Order ...
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### Is my interpretation of the results of my ordered logistic regression right?

I am currently writing my master's thesis. To analyse the results of my survey, I conducted an ordered logistic regression using Stata. My outcome variable is whether someone wants to start a business ...
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I ran into a paper that talked about some k selection algorithms working better or worse with "adversarial distributions", full excerpt here: 1.3. Organization In this paper we present three ...
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### What is the distribution of a bivariate normal component conditional on the max of the other component?

Let $n$ be a large integer, and consider two independent multivariate Gaussian $n$-vectors $x, z$ with $x\sim\mathcal{N}\left(0,I\right),$ and $z\sim\mathcal{N}\left(0,\sigma^2 I\right)$. Let $y=x+z$. ...
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### Meaning of Extreme Value distribution vs. lowest/highest Order Statistic

How exactly does the meaning of the Extreme Value Distribution differ from the distribution of the lowest/highest (extreme) order statistics? I understand that the extreme value distribution (EVD) ...
I am stuck on the following question and I was wondering if can get some help. Let $f(x;\theta) = g(\theta)h(x),\ a(\theta) \leqslant x \leqslant b(\theta)$ with $a(\theta)$ decreases and $b(\theta)$...