On the Distribution of the Expected Values of the Order Statistics
Hoeffding, Wassily
Ann. Math. Statist., Tome 24 (1953) no. 4, p. 93-100 / Harvested from Project Euclid
Let $X_1, X_2, \cdots, X_n$ be independent with a common distribution function $F(x)$ which has a finite mean, and let $Z_{n1} \leqq Z_{n2} \leqq \cdots \leqq Z_{nn}$ be the ordered values $X_1, \cdots, X_n$. The distribution of the $n$ values $EZ_{n1}, \cdots, EZ_{nn}$ on the real line is studied for large $n$. In particular, it is shown that as $n \rightarrow \infty$, the corresponding distribution function converges to $F(x)$ and any moment of that distribution converges to the corresponding moment of $F(x)$ if the latter exists. The distribution of the values $Ef(Z_{nm})$ for certain functions $f(x)$ is also considered.
Publié le : 1953-03-14
Classification: 
@article{1177729086,
     author = {Hoeffding, Wassily},
     title = {On the Distribution of the Expected Values of the Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {24},
     number = {4},
     year = {1953},
     pages = { 93-100},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729086}
}
Hoeffding, Wassily. On the Distribution of the Expected Values of the Order Statistics. Ann. Math. Statist., Tome 24 (1953) no. 4, pp.  93-100. http://gdmltest.u-ga.fr/item/1177729086/