Accession Number:

AD0679680

Title:

APPROXIMATE JOINT PROBABILITIES FOR LARGEST AND SMALLEST OF A SET OF INDEPENDENT OBSERVATIONS.

Descriptive Note:

Technical rept.,

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS

Personal Author(s):

Report Date:

1968-09-13

Pagination or Media Count:

12.0

Abstract:

Let X sub n and X sub 1 be the largest and smallest, respectively, of a set of n independent observations. Also, let F bar xn be the arithmetic average of the cumulative distributions for the individual observations. Often, the interest is in PX sub 1 x sub 1, X sub n or x sub n for practical applications. An approximate expression, also sharp upper and lower bounds, are developed for PX sub 1 x sub 1, X sub n or x sub n in terms of n and F bar x sub nn - F bar x sub 1n. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE