First moment approximations for order statistics from the extreme value distribution |
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| Authors: | Mir Nabi Pirouzi Fard Bjrn Holmquist |
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| Institution: | aDepartment of Statistics, Lund University, Box 743, S-220 07 Lund, Sweden |
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| Abstract: | Approximate expressions of the first moment of the order statistics of standard extreme value distributions are proposed. We compare different previously given approximations with the exact values. The results show that the approximation given here fits the exact values better than previously given models. |
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| Keywords: | Order statistics Extreme value distribution Expected value Approximation |
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