First moment approximations for order statistics from the extreme value distribution

MirNabi PirouziFard; Björn Holmquist

doi:10.1016/j.stamet.2006.06.001

First moment approximations for order statistics from the extreme value distribution

MirNabi PirouziFard, Björn Holmquist

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	196-203
Journal	Statistical Methodology
Volume	4
Issue number	2
DOIs	https://doi.org/10.1016/j.stamet.2006.06.001
Publication status	Published - 2007

Subject classification (UKÄ)

Probability Theory and Statistics

Free keywords

Expected value
Order statistics
Extreme value distribution
Approximation

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10.1016/j.stamet.2006.06.001

Cite this

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title = "First moment approximations for order statistics from the extreme value distribution",

abstract = "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.",

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year = "2007",

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AU - PirouziFard, MirNabi

AU - Holmquist, Björn

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AB - 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.

KW - Expected value

KW - Order statistics

KW - Extreme value distribution

KW - Approximation

U2 - 10.1016/j.stamet.2006.06.001

DO - 10.1016/j.stamet.2006.06.001

M3 - Article

VL - 4

SP - 196

EP - 203

JO - Statistical Methodology

JF - Statistical Methodology

IS - 2

ER -

First moment approximations for order statistics from the extreme value distribution

Abstract

Subject classification (UKÄ)

Free keywords

Access to Document

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Cite this