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Asymptotic Properties of the Deviation Between Order Statistics and p-Quantile.

Authors :
Miao, Yu
Chen, Ying-Xia
Xu, Shou-Fang
Source :
Communications in Statistics: Theory & Methods. 2011, Vol. 40 Issue 1, p8-14. 7p.
Publication Year :
2011

Abstract

We discuss the asymptotic properties of the deviation between order statistics and p-quantile of an independently and identically distributed sample of size n. The large and moderate deviation principle and Bahadur's asymptotic efficiency of the deviation X(k) - ξp are obtained under some weak conditions. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*STATISTICAL hypothesis testing
*DISTRIBUTION (Probability theory)
*MATHEMATICAL statistics
*DEVIATION (Statistics)
*STOCHASTIC convergence

Details

Language :
English
ISSN :
03610926
Volume :
40
Issue :
1
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
53921532
Full Text :
https://doi.org/10.1080/03610920903350523
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