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1973•Canadian Mathematical BulletinOpen access

Some Comments on Quantiles and Order Statistics

P. V. Ramachandramurty, M. Sudhakara Rao

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Abstract

A new concept—that of pseudoconsistency—which seems to be particularly appropriate for the estimation of a quantile is introduced. It is shown without any conditions whatsoever on the underlying distributionthat the sample quantile is strongly pseudoconsistent for the corresponding population quantile. The asymptotic distribution of the sample quantiles and order statistics is derived when the underlying distribution is discrete.

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What this paper is about

A new concept—that of pseudoconsistency—which seems to be particularly appropriate for the estimation of a quantile is introduced. It is shown without any conditions whatsoever on the underlying distributionthat the sample quantile is strongly pseudoconsistent for the corresponding population quantile. The asymptotic distribution of the sample quantiles and order statistics is derived when the underlying distribution is discrete.

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Available abstract

A new concept—that of pseudoconsistency—which seems to be particularly appropriate for the estimation of a quantile is introduced. It is shown without any conditions whatsoever on the underlying distributionthat the sample quantile is strongly pseudoconsistent for the corresponding population quantile. The asymptotic distribution of the sample quantiles and order statistics is derived when the underlying distribution is discrete.

Key concepts: Quantile, Mathematics, Order statistic, Statistics, Sample (material), Distribution (mathematics), Quantile regression, Population

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