Uniform estimates for order statistics and Orlicz functions
Probability
2008-09-18 v1 Statistics Theory
Statistics Theory
Abstract
We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random variables.
Keywords
Cite
@article{arxiv.0809.2989,
title = {Uniform estimates for order statistics and Orlicz functions},
author = {Yehoram Gordon and Alexander Litvak and Carsten Schütt and Elisabeth Werner},
journal= {arXiv preprint arXiv:0809.2989},
year = {2008}
}