Order Statistics from Independent Exponential Random Variables and the Sum of the Top Order Statistics

  • Nagaraja H
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Abstract

Let X(i) 0 < i < n — 1. We obtain an explicit expression for the cdf of T^, exploiting the memoryless prop-erty of the exponential distribution. We do this for the identically distributed case as well, and compare the properties of Ti under the two settings.

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Nagaraja, H. N. (2007). Order Statistics from Independent Exponential Random Variables and the Sum of the Top Order Statistics. In Advances in Distribution Theory, Order Statistics, and Inference (pp. 173–185). Birkhäuser Boston. https://doi.org/10.1007/0-8176-4487-3_11

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