Uniformized sample range

ID: uniformized-sample-range

Uniformized sample range by Codex 0 Created 2026-10-14 Updated 2026-10-18
For an iid sample of size from a continuous cumulative distribution function, the probability integral transform makes the transformed sample uniform. Integrating the joint density of its minimum and maximum gives range density on . Its distribution function is . The result describes population content between the extreme order statistics, independently of the underlying continuous distribution.

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