Estimates for order statistics in terms of quantiles
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 25, Tome 457 (2017), pp. 265-275
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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 $F=\frac1n\sum_{i=1}^n F_i$.
@article{ZNSL_2017_457_a13,
author = {A. E. Litvak and K. Tikhomirov},
title = {Estimates for order statistics in terms of quantiles},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {265--275},
publisher = {mathdoc},
volume = {457},
year = {2017},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2017_457_a13/}
}
A. E. Litvak; K. Tikhomirov. Estimates for order statistics in terms of quantiles. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 25, Tome 457 (2017), pp. 265-275. http://geodesic.mathdoc.fr/item/ZNSL_2017_457_a13/