Open Access
August, 1974 On the Accuracy of the Normal Approximation for Quantiles
R.-D. Reiss
Ann. Probab. 2(4): 741-744 (August, 1974). DOI: 10.1214/aop/1176996617


It is well known that the sample $p$-quantile is asymptotically normally distributed. This paper presents an estimate for the accuracy of the normal approximation. The special intention of this paper is to obtain favorable bounds for moderate samples.


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R.-D. Reiss. "On the Accuracy of the Normal Approximation for Quantiles." Ann. Probab. 2 (4) 741 - 744, August, 1974.


Published: August, 1974
First available in Project Euclid: 19 April 2007

zbMATH: 0288.62023
MathSciNet: MR358936
Digital Object Identifier: 10.1214/aop/1176996617

Primary: 60F05
Secondary: 62G35

Keywords: Normal approximation , Sample quantiles

Rights: Copyright © 1974 Institute of Mathematical Statistics

Vol.2 • No. 4 • August, 1974
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