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Math Help - Deriving Order Statistics

  1. #1
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    Exclamation Deriving Order Statistics

    Let Y1, Y2, Y3, and Y4 be four independent random variables, each with density function f(y) = 3 (1-y)^2, 0 < y < 1, and 0 elsewhere. Derive the distribution function and the density function of Y1 and Y4.

    **Note: Although this is an ordered statistics problem, I am to derive and not plug into the ordered statistics formula. Further, I am ttying to derive the distribution of the first order statistic and the last order statistic, not their joint distribution.
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  2. #2
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    Re: Deriving Order Statistics

    Hey bullmoose97.

    Are you trying to find a minimum or a maximum distribution?
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  3. #3
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    Re: Deriving Order Statistics

    Hi Chiro,

    I'm actually trying to find both the max and min distributions.

    Thanks!
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  4. #4
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    Re: Deriving Order Statistics

    The first thing to do is write out the cumulative distribution function of the maximum. (Hint: If something is a maximum then all random variables are less than it and the product of CDFs is for the CDF of independent distributions).
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