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Uniformized sample range (F(X(n)​)−F(X(1)​)∼Beta(n−1,2))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Order statistic
Created 2026-10-14 Updated 2026-10-18  0 By others on same topic  0 Discussions Create my own version
For an iid sample of size n≥2 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 n(n−1)rn−2(1−r) on 0<r<1. Its distribution function is nrn−1−(n−1)rn. The result describes population content between the extreme order statistics, independently of the underlying continuous distribution.

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  1. Order statistic
  2. Probability theory
  3. Probability and statistics
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  • Extreme-order-statistic tolerance interval
  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 41 / 5 / i / Solution

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