Order Statistics PDF and CDF

1. May 30, 2009

EngWiPy

Hello,

Is the relation between the PDF and CDF of order statistics is as any PDF and CDF. i.e.:

$$F_X(x)=\int_{-\infty}^{x}f_X(t)\,dt$$

Regards

2. May 30, 2009

Enuma_Elish

Yes; that's a general definition.