Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Consider $X_1$, $X_2$, $X_3$ and $X_4$ are four variables, we know that $X_1$ and $X_4$ are dependent $(X_1 < X_4)$, and $X_2$ and $X_3$ are dependent $(X_2 < X_3)$. Here $X_1$ and $X_2$ are independent, similarly $X_3$ and $X_4$ are independent from each other. Now I want to find the distribution of the $i^{\text{th}}$ order statistic from $(X_1, X_2, X_3, X_4)$. Also note that all (four) variables are non-identically distributed.

share|cite|improve this question

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.