Abstract
For non-identically distributed random variables, some inequalities on the median and the tails of the distribution of a sample order statistic are derived, and a simple condition for the existence of its moments is studied.
Citation
Pranab Kumar Sen. "A Note on Order Statistics for Heterogeneous Distributions." Ann. Math. Statist. 41 (6) 2137 - 2139, December, 1970. https://doi.org/10.1214/aoms/1177696715
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