Order Statistics and pdfs questions

132 Views Asked by At

Sorry if this looks stupid, I'm currently trying to pick up statistics and i can't understand pdfs in Order Statistics, i got several questions regarding the concepts and definitions:

  1. Order Statistics reorder Y1,Y2,Y3,Y4...Yn,

Then the book tries to talk about getting pdfs for Minimum and maximum.

How can one single value have a probability distribution function(pdf)?

  1. And the derivation of the theorem, I understand how they got to P(Y1<y)·P(Y2<y)...P(Yn<y) In the previous steps.

But then why are they suddenly show proof

Again, why each single value has a cdf?

I've been reading without major problems till this chapter and then feel like i am suddenly dragged into the fourth dimension in Order Statistics.

I'm going crazy cause of all the concepts. Please if someone could help me i would be truly grateful.

Thank you in advance.