A note on the first moment of extreme order statistics from the normal distribution
| dc.contributor.author | Petzold, Max | swe |
| dc.contributor.department | Department of Statistics | swe |
| dc.date.accessioned | 2006-12-04 | swe |
| dc.date.accessioned | 2007-02-15T13:24:33Z | |
| dc.date.available | 2007-02-15T13:24:33Z | |
| dc.date.issued | 2000 | swe |
| dc.description.abstract | In this note some well known asymptotic results for moments of order statistics from the normal distribution are treated. The results originates from the work of Cramér. A bias correction for finite sample sizes is proposed for the expected value of the largest observation. | swe |
| dc.format.extent | 6 pages | swe |
| dc.format.extent | 84182 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.gup.epcid | 1190 | swe |
| dc.gup.origin | Göteborg University. School of Business, Economics and Law | swe |
| dc.identifier.issn | 1100-6242 | swe |
| dc.identifier.uri | http://hdl.handle.net/2077/3092 | |
| dc.language.iso | en | swe |
| dc.relation.ispartofseries | Seminar Papers, nr 2000:5 | swe |
| dc.subject | asymptotic; bias; Cramér; normal; order statistic | swe |
| dc.subject.svep | Statistics | swe |
| dc.title | A note on the first moment of extreme order statistics from the normal distribution | swe |
| dc.type.svep | Report | swe |
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