How to evaluate an ordered conditional PDF ?

[nikozm]

Hello,

i would like to evaluate the following PDF:

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

Any help would be useful.

Thank you in advance

 

[Office_Shredder]

You haven't told us what the unconditioned distribution is.

 

[nikozm]

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.