Approximations of variances and covariances for order statistics from the standard extreme value distribution
Författare
Summary, in English
We consider simple approximations of variances and covariances for order statistics from the standard extreme value distribution. Exact values and simulation results of the variances and covariances for certain sample sizes are used to determine the validity of the suggested approximations.
Avdelning/ar
Publiceringsår
2008
Språk
Engelska
Sidor
1500-1506
Publikation/Tidskrift/Serie
Communications in Statistics: Simulation and Computation
Volym
37
Issue
8
Dokumenttyp
Artikel i tidskrift
Förlag
Taylor & Francis
Ämne
- Probability Theory and Statistics
Nyckelord
- for order statistics
- variances and covariances
- extreme value distribution
- order statistics
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 0361-0918