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no A.I. generated answer or downvote
Exercise 24 (#5.51). Let Fn be the empirical distribution based on a random sample of size n from
a distribution F on R having Lebesgue density f. Let n(t) be the Lebesgue density of the p th
sample quantile Fn1(p). Prove that n(t)=n(n1lp1)[F(t)]lp1[1F(t)]nlpf(t), where lp=np if np is an
integer and lp=1+ the integer part of np if np is not an integer, by (i) using the fact that nFn(t) has a
binomial distribution; (ii) using the fact that Fn1(p)=cnpX(mp)+(1cnp)X(mp+1), where X(j) is the j th
order statistic, mp is the integer part of np,cnp=1 if np is an integer, and cnp=0 if np is not an
integer.

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no AI generated answer or downvote Exercise 24 551 Le.pdf

  • 1. no A.I. generated answer or downvote Exercise 24 (#5.51). Let Fn be the empirical distribution based on a random sample of size n from a distribution F on R having Lebesgue density f. Let n(t) be the Lebesgue density of the p th sample quantile Fn1(p). Prove that n(t)=n(n1lp1)[F(t)]lp1[1F(t)]nlpf(t), where lp=np if np is an integer and lp=1+ the integer part of np if np is not an integer, by (i) using the fact that nFn(t) has a binomial distribution; (ii) using the fact that Fn1(p)=cnpX(mp)+(1cnp)X(mp+1), where X(j) is the j th order statistic, mp is the integer part of np,cnp=1 if np is an integer, and cnp=0 if np is not an integer.