Extreme order statistics with cost of sampling

James Pickands

doi:10.2307/1427324

journal article Dec 01, 1983

Extreme order statistics with cost of sampling

James Pickands

Advances in Applied Probability Vol. 15 No. 4 pp. 783-797 · Cambridge University Press (CUP)

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Abstract

Let X1, X2, …, Xn, … be mutually independent with common CDF F and, for each m, n, let Xm:n be the mth largest among the first n. We consider max1≤n<∞ (X1:n – cn) and the ‘optimal stopping rule' N which maximizes where all l and In particular, we consider and All of these are considered for c ϵ (0,∞) as well as asymptotically as c → 0+.

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References

5

[1]

Ross (1970)

[2]

10.1017/s002190020011099x

[3]

Pickands "Statistical inference using extreme order statistics" Ann. Statist. (1975) 10.1214/aos/1176343003

[4]

Galambos (1978)

[5]

Chow (1971)

Metrics

1

Citations

5

References

Details

Published: Dec 01, 1983
Vol/Issue: 15(4)
Pages: 783-797
License: View

Authors

J

James Pickands

Cite This Article

James Pickands (1983). Extreme order statistics with cost of sampling. Advances in Applied Probability, 15(4), 783-797. https://doi.org/10.2307/1427324

Extreme order statistics with cost of sampling

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