Probability ( kth order statistics <x , (k+1)th order stat >x)

187 Views Asked by At

consider $n$ iid draws according to some cdf $F$.

What is the probability of the following event: the $k^{\text{th}}$ highest value is smaller than $x$ AND the $k+1$ highest value is larger than $x$.

Thanks for helping out a confused mind.

1

There are 1 best solutions below

0
On BEST ANSWER

Hint: You want the probability that $k$ of the draws are smaller than $x$, and $n-k$ of the draws are larger than $x$, occurring in no particular order.