Functions of Order Statistics

Galen R. Shorack

Type: Article

Publication Date: 1972-04-01

Citations: 163

DOI: https://doi.org/10.1214/aoms/1177692622

Abstract

Two theorems on the asymptotic normality of linear combinations of functions of order statistics are given. Theorem 1 requires a "smooth" scoring function but the underlying df need not be continuous even and can also depend on the sample size. Theorem 2 allows general scoring functions but places additional restrictions on the df. Applications included.

Locations

The Annals of Mathematical Statistics - View - PDF

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