Estimates for order statistics in terms of quantiles
Probability
2019-01-23 v1
Abstract
Let be independent non-negative random variables with cumulative distribution functions , each satisfying certain (rather mild) conditions. We show that the median of -th smallest order statistic of the vector is equivalent to the quantile of order with respect to the averaged distribution .
Cite
@article{arxiv.1901.07398,
title = {Estimates for order statistics in terms of quantiles},
author = {Alexander E. Litvak and Konstantin Tikhomirov},
journal= {arXiv preprint arXiv:1901.07398},
year = {2019}
}
Comments
A small observation published in Zapiski Nauchnykh Seminarov POMI, 457 (2017), 265--275. arXiv admin note: substantial text overlap with arXiv:1609.02126