34 questions linked to/from Central limit theorem for sample medians
236 views

### The Central Limit Theorem in Quantile Estimation [duplicate]

I don't have a very strong background in statistics so I have a few conceptual questions and there is a strong possibility I'm missing something obvious. Suppose I'm interested in estimating the 99th ...
167 views

### Is there a statement for the median like the central limit theorem for the mean? [duplicate]

According to the Central Limit Theorem (CLT) in statistics, the distribution of the average of randomly sampled n observations tends to follow normal distribution as the sampling size n becomes larger,...
21 views

### Showing p-th sample quantile is asymptotically normal [duplicate]

I'm working through van der Vaart to improve my knowledge on asymptotic statistics, and I'm attempting the following problem. Let $F_n^{-1}(p)$ be the p-th sample quantile of a sample from a ...
13 views

### How to find approximation of variance of $i^{th}$ order statistic [duplicate]

Given PDF and CDF of a distribution, how does one find an approximation of $(\operatorname{Var}(X_i))$ using a normal approximation of $(X_i)$? According to "Mathematica Laboratories for ...
2k views