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First moment approximations for order statistics from the extreme value distribution

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Author

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.

Publishing year

2007

Language

English

Pages

196-203

Publication/Series

Statistical Methodology

Volume

4

Issue

2

Document type

Journal article

Publisher

Elsevier

Topic

  • Probability Theory and Statistics

Keywords

  • Expected value
  • Order statistics
  • Extreme value distribution
  • Approximation

Status

Published