How to evaluate an ordered conditional PDF ?

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nikozm
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Hello,

i would like to evaluate the following PDF:

Let x1 ≥ x2 ≥ ... ≥ xL. What is the PDF of xi (where 1 ≤ i < L), given that xL ≥ T (where T is a predetermined fixed value) ??

Any help would be useful.

Thank you in advance
 
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You haven't told us what the unconditioned distribution is.
 
Let' say that the unordered RVs are nonnegative and are from an i.i.d. chi-squared PDF with 2n degrees of freedom. But i m really looking for a generic expressions regardless of the distribution.
 

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