2008arXiv (Cornell University)Open access

Uniform estimates for order statistics and Orlicz functions

Y. Gordon, Alexander E. Litvak, Carsten Schütt, Elisabeth M. Werner

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Abstract

We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random variables.

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We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random variables.

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Available abstract

We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random variables.

Key concepts: Independent and identically distributed random variables, Order statistic, Mathematics, Statistics, Random variable, Distribution (mathematics), Order (exchange), Function (biology)

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