First moment approximations for order statistics from the extreme value distribution
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.
Department/s
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