How to evaluate an ordered conditional PDF ?

vendredi 29 novembre 2013

Hello,



i would like to evaluate the following PDF:



Let x1 ≥ x2 ≥ ... ≥ xL. What is the PDF of xi (where 1 ≤ i < L), given that xL ≥ T (where T is a predetermined fixed value) ??



Any help would be useful.



Thank you in advance






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