On the maximum and minimum for classes of univariate distributions

Given a random sample X 1 , X 2 , … , X n , the distributions of min X 1 , X 2 , … , X n and max X 1 , X 2 , … , X n are of interest in many areas. We derive explicit expressions for moments of min X 1 , X 2 , … , X n and max X 1 , X 2 , … , X n for thirty four families of distributions, including t...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International journal of system assurance engineering and management 2021-04, Vol.12 (2), p.290-309
Hauptverfasser: Nadarajah, S., Okorie, I. E.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Given a random sample X 1 , X 2 , … , X n , the distributions of min X 1 , X 2 , … , X n and max X 1 , X 2 , … , X n are of interest in many areas. We derive explicit expressions for moments of min X 1 , X 2 , … , X n and max X 1 , X 2 , … , X n for thirty four families of distributions, including the normal and Student’s t distributions. These results can be especially useful when data are scarce. The correctness of the expressions is checked by a simulation study. Applications to two engineering data sets are given.
ISSN:0975-6809
0976-4348
DOI:10.1007/s13198-021-01078-y