On convergence theorems for quantiles

被引:2
作者
González-Barrios, JM [1 ]
Rueda, R [1 ]
机构
[1] Univ Nacl Autonoma Mexico, IIMAS, Dept Probabil & Stat, Mexico City 01000, DF, Mexico
关键词
quantiles; strong law of large numbers; central limit theorem; discrete distributions;
D O I
10.1081/STA-100002268
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Given a real random variable X its quantiles are always well defined, unlike its expectation. Based on a general definition of population quantiles we generalize known results for the case in which the quantiles are not unique. We propose estimators for the non unique case that also work in the unique case, giving a general approach for real random variables. Some simulations and applications of these results are also included.
引用
收藏
页码:943 / 955
页数:13
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