Non-asymptotic bounds for percentiles of independent non-identical random variables

24 Aug 2018Dong Xia

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq X^{(n)}$ be the corresponding order statistics... (read more)

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