David Winsemius wrote: > Andrew M. Ross wrote in news:[EMAIL PROTECTED]: > >> Li Qiang wrote: >>> Hi, I have a problem that I'm not able to solve because of my >>> non-statistics background. >>> <snip> >> > Agreed. Isn't the original questioner is also correct in thinking that > the mapping from the ordered set of X's to the normal pdf is not > relevant? Any random sampling from a continuous distribution would > give the same result, since it is only the ordering (Y < X1) of a > random variate that is asked for, not anything that depends on the > distribution.
This is essentiallly correct ... but provided that the distribution function used is the true distribution function of the variables being transformed (not some estimated version of this). Then the transformed variables are just a set of (independent) uniforms, and the properties required follow from the properties of ordered uniforms. The suggestion of looking at the literature on order statistics will lead to this and proably answer other questions that are likely to arise. David Jones . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
