First moment approximations for order statistics from the extreme value distribution
Författare
Summary, in English
Approximate expressions of the first moment of the order statistics of standard extreme value distributions are proposed. We compare different previously given approximations with the exact values. The results show that the approximation given here fits the exact values better than previously given models.
Avdelning/ar
Publiceringsår
2007
Språk
Engelska
Sidor
196-203
Publikation/Tidskrift/Serie
Statistical Methodology
Volym
4
Issue
2
Dokumenttyp
Artikel i tidskrift
Förlag
Elsevier
Ämne
- Probability Theory and Statistics
Nyckelord
- Expected value
- Order statistics
- Extreme value distribution
- Approximation
Status
Published