Asymptotic Distribution of Distances Between Order Statistics from Bivariate Populations
Srivastava, O. P. ; Harkness, W. L. ; Bartoo, J. B.
Ann. Math. Statist., Tome 35 (1964) no. 4, p. 748-754 / Harvested from Project Euclid
The exact and limiting distribution of quantiles in the univariate case is well known. Mood [3] investigated the joint distribution of medians in samples from a multivariate population, showing that their distribution is asymptotically multivariate normal. Recently Siddiqui [4] considered the joint distribution of two quantiles and an auxiliary statistic and showed that asymptotically their joint distribution is trivariate normal. Further, he showed the "distances" $X'_{i+l} - X'_i - X'_{i-h}$, ($l$ and $h$ fixed positive integers) between quantiles in the univariate case, when appropriately normalized are asymptotically independently distributed as Chi square r.v.'s with $2l$ and $2h$ d.f. respectively. In this paper the joint distribution of several quantiles from a bivariate population is obtained and it is shown that the distances between quantiles in the separate component populations are independent asymptotically.
Publié le : 1964-06-14
Classification: 
@article{1177703573,
     author = {Srivastava, O. P. and Harkness, W. L. and Bartoo, J. B.},
     title = {Asymptotic Distribution of Distances Between Order Statistics from Bivariate Populations},
     journal = {Ann. Math. Statist.},
     volume = {35},
     number = {4},
     year = {1964},
     pages = { 748-754},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177703573}
}
Srivastava, O. P.; Harkness, W. L.; Bartoo, J. B. Asymptotic Distribution of Distances Between Order Statistics from Bivariate Populations. Ann. Math. Statist., Tome 35 (1964) no. 4, pp.  748-754. http://gdmltest.u-ga.fr/item/1177703573/