APPROXIMATE DISTRIBUTIONS FOR LARGEST AND FOR SMALLEST OF A SET OF INDEPENDENT OBSERVATIONS.
Abstract
There is often interest in whether the largest observation of a set of n independent observations is unusually large, or the smallest observation is unusually small. Quite accurate approximate probability expressions can be developed for relations of this kind, even though the distributions for the individual observations can be arbitrarily different and all n = or > 1 are considered. More specifically, let X sub n and X sub l denote the largest and smallest observations, respectively. Approximate expressions are developed for P(X sub n = or < x) and P(X sub l = or < x) that are very accurate if 1 - P(X sub n = or < x) = or < 0.15 and P(X sub l = or < x) = or < 0.15. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 18, 1968
- Accession Number
- AD0680018
Entities
People
- John E. Walsh
Organizations
- Southern Methodist University