We study the asymptotic covariance function of the sample mean and quantile, and derive a new and surprising characterization of the normal distribution: the asymptotic covariance between the sample ...

In this note it is shown that P(η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...