What is the formula for understanding sample distribution in CDF?

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Homework Help Overview

The discussion revolves around understanding the cumulative distribution function (CDF) in the context of sample distributions. Participants are exploring the formula related to the CDF and its application to a sample of random variables.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants are attempting to derive a specific formula for the CDF of a sample and are discussing the implications of notation such as X(n). Questions about the meaning of certain terms and how to proceed with the derivation are raised.

Discussion Status

There is an ongoing exploration of the problem, with some participants seeking clarification on notation and others attempting to break down the formula into manageable parts. Guidance has been offered regarding the notation, but no consensus or resolution has been reached yet.

Contextual Notes

Some participants express confusion about the notation used in the problem, indicating that additional context may be necessary for a clearer understanding. The original poster has provided examples to illustrate their points, but there remains a lack of clarity on certain aspects of the problem.

sneaky666
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X1,X2,...,Xn is a sample from a distribution with cdf F. Show
FX(i)(x)= [tex]\sum[/tex][tex]\stackrel{n}{j=i}[/tex] ([tex]\stackrel{n}{j}[/tex]) Fj(x)(1-F(x))(n-j)


How would I start on this?
 
Last edited:
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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...
 
Last edited:
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)= [tex]\sum[/tex][tex]\stackrel{n}{j=i}[/tex] ([tex]\stackrel{n}{j}[/tex]) 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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