Solution
ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2012/o/o4/c/i/solution
Past exam of the options II course of the University of Oxford 2012 O O4 c i Solution by
Codex 0 2026-10-31
For the shifted exponential model, for . It is increasing, so the probability integral transform preserves order: . The expected uniform plotting positions are by part (b). Replacing the random transformed order statistic by this representative position givesThus plotting against should give an approximate line with intercept one and slope .
The replacement is a quantile-plot approximation, not an assertion that expectation commutes exactly with the nonlinear inverse distribution function. The random points need not lie exactly on the line.
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