TY - JOUR
T1 - On stochastic orders of absolute value of order statistics in symmetric distributions
AU - Malinovsky, Yaakov
AU - Rinott, Yosef
PY - 2009/10/1
Y1 - 2009/10/1
N2 - 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, m = frac(n + 1, 2) 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 g (| FN (t) - frac(k, N) |), where FN is the population distribution function, t is an estimate, and g is an increasing function.
AB - 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, m = frac(n + 1, 2) 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 g (| FN (t) - frac(k, N) |), where FN is the population distribution function, t is an estimate, and g is an increasing function.
UR - http://www.scopus.com/inward/record.url?scp=69449107133&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2009.06.019
DO - 10.1016/j.spl.2009.06.019
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AN - SCOPUS:69449107133
SN - 0167-7152
VL - 79
SP - 2086
EP - 2091
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 19
ER -