Under the assumption of a uniform parent distribution, we find an exact expression for the mean-square error of an order-statistic approximation suggested by R. R. Bahadur. From this result we obtain an asymptotic formula for the mean-square error when the parent distribution is not necessarily uniform by transforming with the inverse of the cumulative distribution function of the parent.
Publié le : 1973-05-14
Classification:
Order statistics,
approximation,
incomplete Beta function,
62G30,
33A15,
60F99
@article{1176342410,
author = {Duttweiler, D. L.},
title = {The Mean-Square Error of Bahadur's Order-Statistic Approximation},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 446-453},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342410}
}
Duttweiler, D. L. The Mean-Square Error of Bahadur's Order-Statistic Approximation. Ann. Statist., Tome 1 (1973) no. 2, pp. 446-453. http://gdmltest.u-ga.fr/item/1176342410/