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QUANTILES OF SUMS AND EXPECTED VALUES OF ORDERED SUMS
Author(s) -
Liu Jingyu,
David H.A.
Publication year - 1989
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1989.tb00990.x
Subject(s) - quantile , mathematics , statistics , order statistic , expected value , random variable , order (exchange) , econometrics , combinatorics , economics , finance
Summary Watson & Gordon (1986) investigated the relationship between the quantiles of a sum of independent continuous random variables and the sum of the individual quantiles. In this note some further results are obtained. Also corresponding relationships are developed for the expected values of the order statistics of a sum, and for the sum of the expected values of the individual order statistics.