What is the formula for understanding sample distribution in CDF?

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The discussion focuses on deriving the cumulative distribution function (CDF) for a sample from a distribution with a given CDF F. Participants explore the relationship between the maximum of the sample, denoted as X(n), and the probability that this maximum is less than or equal to a certain value x. The notation and definitions of X(n) are clarified, emphasizing its role in understanding sample distributions. The conversation highlights the importance of recognizing how individual sample values contribute to the overall distribution. The thread ultimately seeks to clarify the mathematical steps necessary to arrive at the desired formula for FX(i)(x).
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X1,X2,...,Xn is a sample from a distribution with cdf F. Show
FX(i)(x)= \sum\stackrel{n}{j=i} (\stackrel{n}{j}) Fj(x)(1-F(x))(n-j)


How would I start on this?
 
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Fx(n)(x) = Px(n)(X(n)<=x)
Fx(n)(x) = Px1...xn(max{x1,...xn}<=x)
Fx(n)(x) = Px1...xn(x1<=x,...,xn<=x)
Fx(n)(x) = Px1(x1<=x)*...*Pxn(xn<=x)
Fx(n)(x) = Fx1(x)*...*Fxn(x)
Fx(n)(x) = Fx1(x)*...*Fxi(x)*...*Fxn(x)
Fx(n)(x) = Fx1(x)*...*Fx(n-1)(x)*Fxi(x)
Fxi(x) = Fx(n)(x) / Fx1(x)*...*Fx(n-1)(x)
Fxi(x) = (Fx(1)(x))n / (Fx(1)(x))(n-1)
Fxi(x) = Fx(1)(x)

not sure where to go from here...
 
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You might get more responses if you say what the notation X(n) means. Others might be familiar with the notation, but I have no clue what the problem is about.
 
sneaky666 said:
X1,X2,...,Xn is a sample from a distribution with cdf F. Show
FX(i)(x)= \sum\stackrel{n}{j=i} (\stackrel{n}{j}) Fj(x)(1-F(x))(n-j)


How would I start on this?

example of what X(n) means

X1=0.5 X(1) = 0.1 (so it is increasing...)
X2=0.7 X(2) = 0.2
x3=0.96 X(3) = 0.45
x4=0.45 X(4) = 0.5
x5=0.2 X(5) = 0.7
x6=0.1 X(6) = 0.96

Fx(n)(X) = Px(n)(Xn<=X)

so a cumulative distribution function
 
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