The Distribution of Extreme Values of Samples Drawn from a Gaussian Population.

Abstract

For some applications it is necessary to know the probability distribution functions of the maximum value (either absolute or else without regard to sign) occurring in large samples drawn from a parent stochastic population. Exact expressions are derived, and in addition useful approximations and limiting forms are presented; these also bring out clearly some interesting properties of the distributions. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 15, 1979
Accession Number
ADA082007

Entities

People

  • Maurice J. Daintith

Organizations

  • SACLANT ASW Research Centre

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Accuracy
  • Confidence Limits
  • Data Science
  • Distribution Functions
  • Equations
  • Gaussian Distributions
  • Governments
  • Information Science
  • Mathematics
  • Nato
  • Notation
  • Probability
  • Probability Density Functions
  • Probability Distribution Functions
  • Probability Distributions
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.