Dealing With Discrete Variables
Suppose are i.i.d. random variables from a discrete distribution with cumulative distribution function and probability mass function . To find the probabilities of the order statistics, three values are first needed, namely
The cumulative distribution function of the order statistic can be computed by noting that
Similarly, is given by
Note that the probability mass function of is just the difference of these values, that is to say
Read more about this topic: Order Statistic
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