Multivariate random variable

Order statistic

Let be real random variables. The th order statistic is the th smallest . #m/def/prob

Joint PDF

If are identically and independently distributed with probability density , then the Joint probability density function of is

Marginal CDF

If are identically and independently distributed with Cumulative distribution function , then the marginal CDF of is

Marginal PDF

If are identically and independently distributed with Cumulative distribution function and probability density then the marginal probability density of is

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