Asymptotics of Percentile Order Statistics
نویسندگان
چکیده
1 Asymptotics of Percentile Order Statistics Let Xi (i = 1, . . . , N) be independently identically distributed (IID) continuous random variables with CDF, P (x) = P(Xi ≤ x), and PDF, p(x) = dP . Let Y (α) be the 100αth percentile, which is dx N uniquely defined by ordering the outcomes, X(1) ≤ X(2) ≤ . . . ≤ X(N) (using the standard notation of order statistics) and setting YN (α) = X([αN ]) (where [x] is the nearest integer to x).
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