Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution |
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| Authors: | Mir Nabi Pirouzi Fard |
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| Affiliation: | Department of Statistics , Lund University , Lund, Sweden |
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| Abstract: | We consider simple approximations of variances and covariances for order statistics from the standard extreme value distribution. Exact values and simulation results of the variances and covariances for certain sample sizes are used to determine the validity of the suggested approximations. |
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| Keywords: | Extreme value distribution Order statistics Variances and covariances for order statistics |
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