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Q128Section III (Statistics)128 of 180

Order statistics of Uniform(0,θ)(0,\theta) — a θ\theta-free conditional law

Suppose that X1,X2,…,XnX_1,X_2,\dots,X_n are iid random variables such that X1X_1 has uniform distribution over (0,θ),θ>0(0,\theta), \theta>0. Then, which of the following statements is true? (I) The conditional density fy(⋅)f_y(\cdot) of X(1)∣X(n)=yX_{(1)}\mid X_{(n)}=y is given by fy(x)=(n−1)1y(1−xy)n−2f_y(x)=(n-1)\frac1y\left(1-\frac xy\right)^{n-2} for 0<x<y0<x<y, and 00 otherwise. (II) The conditional distribution of X(1)∣X(n)=yX_{(1)}\mid X_{(n)}=y does not depend on θ\theta.

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