Navarro, Mercidita Tulay - 1990
Suppose that $X\sb1,X\sb2,\cdots$ are independent observations from a distribution F, and that one wishes to estimate the $p\sp{\rm th}$ quantile $\xi\sb{p}(0 0).$ If $f(\xi\sb{p})$ is known, one may use the best fixed sample size (i.e., in the sense of minimum risk). If $f(\xi\sb{p})$ is...