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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 457, Pages 265–275 (Mi znsl6445)  

Estimates for order statistics in terms of quantiles

A. E. Litvaka, K. Tikhomirovb

a Department of Mathematics and Statistics Sciences, University of Alberta, Edmonton, AB, Canada T6G 2G1
b Department of Mathematics, Fine Hall, Princeton, NJ, USA 08544
References:
Abstract: Let $X_1,\dots, X_n$ be independent non-negative random variables with cumulative distribution functions $F_1,F_2,\dots,F_n$, each satisfying certain (rather mild) conditions. We show that the median of $k$-th smallest order statistic of the vector $(X_1,\dots,X_n)$ is equivalent to the quantile of order $(k-1/2)/n$ with respect to the averaged distribution $F=\frac1n\sum_{i=1}^n F_i$.
Key words and phrases: order statistics, INID case.
Received: 01.06.2017
English version:
Journal of Mathematical Sciences (New York), 2019, Volume 238, Issue 4, Pages 523–529
DOI: https://doi.org/10.1007/s10958-019-04254-5
Document Type: Article
UDC: 519.2
Language: English
Citation: A. E. Litvak, K. Tikhomirov, “Estimates for order statistics in terms of quantiles”, Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, 457, POMI, St. Petersburg, 2017, 265–275; J. Math. Sci. (N. Y.), 238:4 (2019), 523–529
Citation in format AMSBIB
\Bibitem{LitTik17}
\by A.~E.~Litvak, K.~Tikhomirov
\paper Estimates for order statistics in terms of quantiles
\inbook Probability and statistics. Part~25
\serial Zap. Nauchn. Sem. POMI
\yr 2017
\vol 457
\pages 265--275
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6445}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2019
\vol 238
\issue 4
\pages 523--529
\crossref{https://doi.org/10.1007/s10958-019-04254-5}
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