Abstract
For two independent populations X and Y we develop the empirical distribution function estimator for the difference of order statistics of the form X (i)−Y (j). The key practical application for this estimator pertains to inference between quantiles from two independent populations.
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Hutson, A.D. A distribution function estimator for the difference of order statistics from two independent samples. Stat Papers 50, 203–208 (2009). https://doi.org/10.1007/s00362-007-0058-3
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DOI: https://doi.org/10.1007/s00362-007-0058-3