A Simple Derivation of the Asymptotic Distribution of a Sample Quantile

A Simple Derivation of the Asymptotic Distribution of a Sample Quantile

A simple proof is given of the asymptotic normality of a sample quantile under the assumption of lid observations from a continuous df.

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Veröffentlicht in:Scandinavian journal of statistics 1978-01, Vol.5 (2), p.123-124
1. Verfasser: Wretman, Jan
Format: Artikel
Sprache:eng
Schlagworte:
Distribution functions
Logical proofs
Quantiles
Sampling distributions
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Zusammenfassung:A simple proof is given of the asymptotic normality of a sample quantile under the assumption of lid observations from a continuous df.
ISSN:0303-6898
1467-9469