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) : Walsh,John E.

Report Date : 13 SEP 1968

Pagination or Media Count : 12

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 (x;n) be the arithmetic average of the cumulative distributions for the individual observations. Often, the interest is in P(X 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 P(X sub 1 > x sub 1, X sub n = or < x sub n) in terms of n and F bar (x sub n;n) - F bar (x sub 1;n). (Author)

Descriptors :   (*SAMPLING, *CONFIDENCE LIMITS), STATISTICAL DISTRIBUTIONS, STATISTICAL TESTS, APPROXIMATION(MATHEMATICS), PROBABILITY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE