|
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
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
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
Linking options:
https://www.mathnet.ru/eng/znsl6445 https://www.mathnet.ru/eng/znsl/v457/p265
|
Statistics & downloads: |
Abstract page: | 129 | Full-text PDF : | 42 | References: | 27 |
|