Distribution of smallest log-normal and gamma extremes
| Autor: | K. V. Bury |
|---|---|
| Rok vydání: | 1975 |
| Předmět: |
Statistics and Probability
Sampling distribution Statistics Generalized gamma distribution Mathematical analysis Generalized extreme value distribution Asymptotic distribution Generalized integer gamma distribution Statistics Probability and Uncertainty Weibull distribution Inverse-gamma distribution Mathematics Variance-gamma distribution |
| Zdroj: | Statistische Hefte. 16:105-114 |
| ISSN: | 0039-0631 |
| DOI: | 10.1007/bf02922919 |
| Popis: | The asymptotic distribution of the first order statistic X(1) of log-Normal and Gamma samples is considered. The parameters of this extreme value asymptote (Weibull distribution) are approximated in terms of the initial sample size n and the parameters of the initial log-Normal and Gamma measurement models. The resulting asymptotic model of X(1) is found to be a reasonable and computationally convenient approximation to the exact model of X(1). |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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