OrderDistribution

OrderDistribution[{dist, n}, k]
represents the k^(th)-order statistics distribution for n observations from the distribution dist.

OrderDistribution[{dist, n}, {k1, k2, ...}]
represents the joint ^(th)-order statistics distribution from n observations from the distribution dist.

DetailsDetails

  • OrderDistribution[{dist, n}, k] represents the distribution of the k^(th) element in the sorted list of n samples drawn from the parent distribution dist.
  • The distribution dist can be either a discrete or continuous distribution, but needs to be univariate.
  • OrderDistribution[{dist, n}, 1] represents the distribution of Min[x1, ..., xn], where each has distribution dist.
  • OrderDistribution[{dist, n}, n] represents the distribution of Max[x1, ..., xn], where each has distribution dist.
  • OrderDistribution can be used with such functions as Mean, CDF, and RandomVariate.

ExamplesExamplesopen allclose all

Basic Examples (3)Basic Examples (3)

Simple order distributions:

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Order distribution of a single order statistic behaves like any other univariate distribution:

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Joint order distribution of two or more order statistics works like any other multivariate distribution:

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