An Alternative Derivation of Asymptotic Normality for Sample Quantiles

An Alternative Derivation of Asymptotic Normality for Sample Quantiles

A derivation of the asymptotic normality of sample quantiles, under the usual regularity conditions, is presented. The derivation is unifque in that it employs two basic methods of analysis that are important and highly useful to applied probabilists and statisticians: the "delta rule" and...

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Veröffentlicht in:SIAM review 1992-06, Vol.34 (2), p.304-306
1. Verfasser: Angus, John E.
Format: Artikel
Sprache:eng
Schlagworte:
Classroom Notes
Cumulative distribution functions
Logical proofs
Mathematical theorems
Statistical inferences
Statistical theories
Statistics
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Beschreibung
Zusammenfassung:A derivation of the asymptotic normality of sample quantiles, under the usual regularity conditions, is presented. The derivation is unifque in that it employs two basic methods of analysis that are important and highly useful to applied probabilists and statisticians: the "delta rule" and "equal-in-distribution" technique.
ISSN:0036-1445
1095-7200
DOI:10.1137/1034053