Mathematics · Statistics
Let X1, X2, ..., Xn (n ≥ 3) be a random sample from a population with an absolutely continuous cumulative distribution function F(·). The corresponding order statistics are X1:n < X2:n < ... < Xn:n. For r = 2, 3, define Yr,n = nF(Xr:n). Suppose that Yr,n converges in distribution to a random variable Yr as n → ∞, for r = 2, 3. Then, which of the following statements is true?
- 1Y2 follows a gamma distribution with E(Y2) = 2✓
- 2E(Y3,n) → 3 as n → ∞
- 3Y3 follows a beta distribution with E(Y3) = 1/3
- 4Y2,n follows a beta distribution with parameters 2 and n - 1
Correct answer
Y2 follows a gamma distribution with E(Y2) = 2
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