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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Do the order statistics give a good approximation of uniform random variables?

No. Conditioned on $X_n$, the random variable $n O_n - 1$ is a Binomial random variable with parameters $(n-1, X_n)$. In particular, $O_n$ has fluctuations of order $\sqrt{X_n (1 - X_n)/n}$, so $|X_n …
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