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Approximations of variances and covariances for order statistics from the standard extreme value distribution

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Author

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.

Publishing year

2008

Language

English

Pages

1500-1506

Publication/Series

Communications in Statistics: Simulation and Computation

Volume

37

Issue

8

Document type

Journal article

Publisher

Taylor & Francis

Topic

  • Probability Theory and Statistics

Keywords

  • for order statistics
  • variances and covariances
  • extreme value distribution
  • order statistics

Status

Published

ISBN/ISSN/Other

  • ISSN: 0361-0918