## Order Statistic

Given a sample of variates , ..., , reorder them so that . Then the th order statistic is defined as , with the special cases

A Robust Estimation technique based on linear combinations of order statistics is called an L-Estimate.

References

Balakrishnan, N. and Cohen, A. C. Order Statistics and Inference. New York: Academic Press, 1991.

David, H. A. Order Statistics, 2nd ed. New York: Wiley, 1981.

Gibbons, J. D. and Chakraborti, S. (Eds.). Nonparametric Statistic Inference, 3rd ed. exp. rev. New York: Marcel Dekker, 1992.