The Distribution Functions of the Order Statistics
The distribution function of Y_i is an upper tail of a binomial distribution. If the event Y_i le y occurs, then there are at least i many X_j in the sample that are less than or equal to y. Consider the event that X le y as a success and F(y)=P[X le y] as the probability of success. Then the drawing of each sample item becomes a Bernoulli trial (a success or a failure). We are interested in the probability of having at least i many successes. Thus the following is the distribution function of Y_i:
displaystyle F_{Y_i}(y)=P[Y_i le y]=sum limits_{k=i}^{n} inom{n}{k} F(y)^k [1-F(y)]^{n-k} (1)