Theory of Probability and Mathematical Statistics

On the joint limiting distribution of central and intermediate order statistics

V. I. Pagurova^a, N. S. Chizikova<sup>b

a</sup> Lomonosov Moscow State University, Moscow
^b Moscow Pedagogical University, Moscow

Abstract: We consider the joint asymptotic distribution of central and intermediate order statistics when a sample size tends to infinity. Asymptotic representations for expectations and covariances are given.

Keywords: central order statistics, intermediate order statistics, multivariate Gaussian distribution, weak convergence.

UDC: 519.6

Received: 12.12.2017
Revised: 09.01.2018

DOI: 10.26456/vtpmk491

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