On the bias of order statistics in non-i.i.d. samples

Andrew T. A. Wood

Statistics & Probability Letters, 1992, vol. 15, issue 4, 285-291

Abstract: A formula for the leading bias term in the expected value of a central order statistic from a non-i.i.d. sample is derived. This formula generalises the well-known result in the i.i.d. case and covers various situations in which the underlying observations are not independent and/or not identically distributed.

Keywords: Bias; Edgeworth; expansion; (lattice; case); i.i.d.; order; statistics. (search for similar items in EconPapers)
Date: 1992
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