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How to evaluate an ordered conditional PDF ?

  1. Nov 29, 2013 #1

    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
  2. jcsd
  3. Nov 29, 2013 #2


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    You haven't told us what the unconditioned distribution is.
  4. Nov 29, 2013 #3
    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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