ON THE ASYMPTOTIC JOINT NORMALITY OF QUANTILES FROM A MULTIVARIATE DISTRIBUTION,

Abstract

A simple proof is given of the asymptotic joint normality of sample quantiles from a multivariate population, under very mild conditions. The joint cumulative distribution function of the quantiles is studied, rather than the joint probability density function. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1963
Accession Number
AD0433877

Entities

People

  • Lionel Weiss

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Distribution Functions
  • Functions (Mathematics)
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normality
  • Probability
  • Probability Density Functions
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Statistical inference.