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arxiv: 1901.07398 · v1 · pith:2MEHTQ7Xnew · submitted 2019-01-18 · 🧮 math.PR

Estimates for order statistics in terms of quantiles

classification 🧮 math.PR
keywords ldotsorderdistributionaveragedcertainconditionscumulativeequivalent
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Let $X_1, \ldots, X_n$ be independent non-negative random variables with cumulative distribution functions $F_1,F_2,\ldots,F_n$, each satisfying certain (rather mild) conditions. We show that the median of $k$-th smallest order statistic of the vector $(X_1, \ldots, X_n)$ is equivalent to the quantile of order $(k-1/2)/n$ with respect to the averaged distribution $F=\frac{1}{n}\sum_{i=1}^n F_i$.

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