On stochastic orders of absolute value of order statistics in symmetric distributions

Yaakov Malinovsky and Yosef Rinott

Statistics & Probability Letters, 2009, vol. 79, issue 19, 2086-2091

Abstract: Let Y1,...,Yn be the order statistics of a simple random sample from a finite or infinite population, having median =M. We compare the variables Yj-M and Ym-M, where Ym is the sample median, that is, for odd n. The comparison is in terms of the likelihood ratio order, which implies stochastic order as well as other orders. The results were motivated by the study of best invariant and minimax estimators for the k/N quantile of a finite population of size N, with a natural loss function of the type , where FN is the population distribution function, t is an estimate, and g is an increasing function.

Date: 2009
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