Multivariate random variable Order statistic Let be real random variables. The th order statistic is the th smallest . prob Joint PDF If are identically and independently distributed with probability density , then the Joint probability density function of is Marginal CDF If are identically and independently distributed with Cumulative distribution function , then the marginal CDF of is Marginal PDF If are identically and independently distributed with Cumulative distribution function and probability density then the marginal probability density of is develop | en | sembr