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A note on the first moment of extreme order statistics from the normal distribution


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Title: A note on the first moment of extreme order statistics from the normal distribution
Authors: Petzold, Max
Issue Date: 2000
University: Göteborg University. School of Business, Economics and Law
Extent: 6 pages
84182 bytes
Publication type: Report
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.
ISSN: 1100-6242
URI: http://hdl.handle.net/2077/3092
Appears in Collections:Working papers

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