Kybernetika 57 no. 6, 970-988, 2021

Some limit behavior for linear combinations of order statistics

Yu Miao and Mengyao MaDOI: 10.14736/kyb-2021-6-0970

Abstract:

In the present paper, we establish the moderate and large deviations for the linear combinations of uniform order statistics. As applications, the moderate and large deviations for the $k$-th order statistics from uniform distribution, Gini mean difference statistics and the $k$-th order statistics from general continuous distribution are obtained.

Keywords:

linear combinations of order statistics, large deviation, moderate deviation, Gini mean difference statistics

Classification:

62G30

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