First moment approximations for order statistics from the extreme value distribution

Statistical Methodology

Volumn 4, Issue 2, 2007, Pages 196-203

  Fard, Mir Nabi Pirouzi ^a   Holmquist, Björn ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

Approximation; Expected value; Extreme value distribution; Order statistics

Indexed keywords

EID: 33947218918     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2006.06.001     Document Type: Article

References (17)

1. In: Abramowitz M., and Stegun I. (Eds). Handbook of Mathematical Functions (1972), Dover, New York
2. Blom G. Statistical Estimates and Transformed Beta-Variables (1958), Almqvist and Wiksell, Uppsala
3. Balakrishnan N., and Chan P.S. Order statistics from extreme value distribution I: Tables of means, variances and covariances. Commun. Statist. Simul. Comput. 21 (1992) 1199-1217
4. N. Balakrishnan, P.S. Chan, Extended tables of means, variances, and covariances of order statistics from the extreme value distribution for sample sizes up to 30, Report, Department of Mathematics and Statistics, McMaster University, Hamilton, Canada, 1992
5. In: D'Agostino R.B., and Stephens M.A. (Eds). Goodness-of-Fit Techniques (1986), Dekker, New York
6. David H.A. Order Statistics (1970), John Wiley, New York
7. David H.A., and Nagaraja H.N. Order Statistics. 3rd ed. (2003), John Wiley, New York
8. J.W. Evans, R.A. Johnson, D.W. Green, Two- and three- parameter Weibull goodness-of-fit tests, Research Paper FPL-RP-493, United States Department of Agriculture, Forest Products Laboratory, 1989
9. Filliben J.J. The probability plot correlation coefficient test for normality. Technometrics 17 (1975) 111-117
10. Gringorten I.I. A plotting rule for extreme probability paper. J. Geophys. Res. 68 (1963) 813-814
11. Hosking J.R.M. L-moments: Analysis and estimation of distributions using linear combinations of order statistics. J. Roy Statist. Soc. B 52 (1990) 105-124
12. Lieblein J. On the exact evaluation of the variances and covariances of order statistics in samples from the extreme-value distribution. Ann. Math. Statist. 24 (1953) 282-287
13. In: Sarhan A.E., and Greenberg B.G. (Eds). Contributions to Order Statistics (1962), John Wiley, New York
14. Vogel R.M. The probability plot correlation coefficient test for the normal, lognormal, and gumbel distributional hypotheses. Water Resour. Res. 22 (1986) 587-590
15. J.S. White, The moments of log-Weibull order statistics, Research Publication GMR-717, Research Laboratories, General Motors Corp., Warren, MI, 1967
16. White J.S. Moments of log-Weibull order statistics. Technometrics 11 (1969) 373-386
17. Yu G.H., and Huang C.C. A distribution free plotting position. Stochastic Environ. Res. Risk Assess. 15 (2001) 462-476