INTERACTIVE ANIMATION: ORDER STATISTICS OF THE UNIFORM DISTRIBUTION

 

The following interactive animation illustrates the concept of order statistics in the special case of the uniform distribution.

 

 

 

 

The "Book of Animations" on your computer  

 

 

 

 

Upper frame

    The upper frame displays:

        * The [0, 1] segment, sandwiched between two green "walls".

        * A sample drawn from the uniform distribution in [0, 1].

 

The sample has n observations, with n as indicated ins the "Sample size" display. Use the "Sample size" spin buttons to change the number of observations in the sample.

Observations are blue, except for the kth observation from the left, which is red. The value of k is indicated in the "Rank" display. Change the value of k with the "Rank" spin buttons.

 

Lower frame

    The lower frame displays:

        * The probability density function of the kth order statistics of the uniform distribution.

        * The abscissa of the (unique) mode.

        * The height of this mode.

 

Observe the changes in the shape of the curve as you change the number of observations and the requested order.

    * In general, the curve is bell-shaped, and materializes a Beta function. As a matter of fact, order statistics of uniform distributions have Beta distributions.

    * Extreme observations (Leftmost and Rightmost) have monotonous distributions. For example, the closer to 0, the better are the chances to locate the leftmost observation.

    * When there are only 2 observations, both observations have linear pdf s.

 

Animation

    Select a number of observations and a rank. Then click on "Go" and observe the build up of the histogram of the corresponding order statistics.

 

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