Hart, Sergiu; Weiss, Benjamin - In: Statistics & Probability Letters 35 (1997) 1, pp. 43-48
Let X1, ... , Xn be n random variables, with cumulative distribution functions F1, ... , Fn. Define [xi]i: = Fi(Xi) for all i, and let [xi](1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] [xi](n) be the order statistics of the ([xi]i)i. Let [alpha]1 [less-than-or-equals, slant]...