Expected value of a third order statistic?

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SUMMARY

The expected value of the third order statistic, Y3, from four independent and identically distributed (i.i.d.) random variables uniformly distributed on [0,1] is calculated to be 2/5. The probability density function (pdf) for Y3 is derived as f_{Y_3} = (4! / (1! * 2!)) * y * (1-y)^2. The integration of this function leads to the expected value E(Y3) = ∫(0 to 1) y * (12y(y-1)^2) dy, confirming the result of 2/5. The confusion arose from differing notations for order statistics, specifically the designation of Y1 as the highest value in this context.

PREREQUISITES
  • Understanding of order statistics in probability theory
  • Familiarity with integration techniques in calculus
  • Knowledge of probability density functions (pdf) and cumulative distribution functions (cdf)
  • Experience with uniform distributions and their properties
NEXT STEPS
  • Study the derivation of expected values for different order statistics
  • Learn about the properties of uniform distributions and their applications
  • Explore integration techniques for probability density functions
  • Investigate the differences in notation for order statistics across various texts
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Students in statistics or probability courses, educators teaching order statistics, and anyone interested in the mathematical foundations of expected values in random variables.

JamesF
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Hi all. I'm struggling with this HW question. I've searched through the textbook and on the web and have been unable to find a solution

Homework Statement


I've got 4 i.i.d. random variables, X1, X2, X3, X4. Uniformly distributed on [0,1]
so the pdf = 1
and cdf F(x_i) = x_i

Let Y3 = the third highest value of the 4 variables.

What is E(Y3)? I know the answer is 2/5. But I can't figure out how to show this.

Homework Equations



I know the formula for E(Y2) (second highest) and E(Y1) (highest), but I cannot find anything about the expectation of the third highest.

E(Y_1) = \int_{0}^{1} y \cdot 4y^3 \, dy = 4/5
E(Y_2) = \int_{0}^{1} y \cdot (12y^2 - 12y^3) \, dy = 3/5

based on the pattern, one would assume that E(Y3) = 2/5 (plus I know that's the answer), but I can't derive the formula.

The Attempt at a Solution


I've tried a bunch of different approaches, but they've all been dead ends. Maybe I'm misunderstanding the problem. Or maybe just misunderstanding the concept of order statistics entirely.
 
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alright I figured out my problem. I had it backwards. Our teacher uses (Y1) to denote the highest value of the 4 random variables, but the stuff I found on the web used Y1 to denote the LOWEST value.

so f_{Y_3} = \frac{4!}{1! \cdot 2!} y \cdot (1-y)^2 \cdot 1

integrate to find the expected value, and we get

E(Y_3) = \int_{0}^{1} y \cdot (12y(y-1)^2) dy = \frac{2}{5}

tahdah!
 

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