RESAMPLING-BASED NONPARAMETRIC STATISTICAL INFERENCES ABOUT THE DISTRIBUTIONS OF ORDER STATISTICS

摘要

The subject under consideration is the t/-th order statistic U_(v,k) for independent and identical distributed continuous random variables X_1,X_2,...,X_k. The problem of interest is the estimation of the distribution, moments, and quantiles, as well as the construction of interval estimators based on the sample X_1, X_2,..., X_n of size n ＞k. The resampling method is used for this purpose. The paper contains analytical analysis of the efficiency of this approach.