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|Title:||A note on the first moment of extreme order statistics from the normal distribution|
|University:||Göteborg University. School of Business, Economics and Law|
|Series/Report no.:||Seminar Papers, nr 2000:5|
|Keywords:||asymptotic; bias; Cramér; normal; order statistic|
|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.|
|Appears in Collections:||Working papers|
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