Estimates for Order Statistics in Terms of Quantiles
- Авторы: Litvak A.1, Tikhomirov K.2
-
Учреждения:
- University of Alberta
- Princeton University
- Выпуск: Том 238, № 4 (2019)
- Страницы: 523-529
- Раздел: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/242553
- DOI: https://doi.org/10.1007/s10958-019-04254-5
- ID: 242553
Цитировать
Аннотация
Let X1, . . .,Xn be independent nonnegative random variables with cumulative distribution functions F1, F2, . . . , Fn satisfying certain (rather mild) conditions. We show that the median of kth smallest order statistic of the vector (X1, . . . , Xn) is equivalent to the quantile of order (k − 1/2)/n with respect to the averaged distribution \( F=\frac{1}{n}\sum \limits_{i=1}^n{F}_i \).
Об авторах
A. Litvak
University of Alberta
Автор, ответственный за переписку.
Email: aelitvak@gmail.com
Канада, Edmonton
K. Tikhomirov
Princeton University
Email: aelitvak@gmail.com
США, Princeton