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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. 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.

UDC: 519.2

Received: 01.06.2017

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2019, 238:4, 523–529


© Steklov Math. Inst. of RAS, 2024