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  • hrafnulf13
  • Dec 2, 2020
  • 1 min read

In statistics, the kth order statistic of a statistical sample is equal to its kth-smallest value [1].Together with rank statistics, order statistics are among the most fundamental tools in non-parametric statistics and inference.


Important special cases of the order statistics are the minimum and maximum value of a sample, and (with some qualifications discussed below) the sample median and other sample quantiles.


When using probability theory to analyze order statistics of random samples from a continuous distribution, the cumulative distribution function is used to reduce the analysis to the case of order statistics of the uniform distribution.



Derivations of distributions can be seen in [3].

Also nice examples can be viewed in [4].



 


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