Probability Tables for the Extremal Quotient
Gumbel, E. J. ; III, James Pickands
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1541-1551 / Harvested from Project Euclid
Tables are given for the asymptotic distribution function of the extremal quotient, which is valid for a wide class of initial distributions. Selected values of the shape parameter $\lambda$ are considered. This parameter depends upon the initial distribution, and the size of the sample from which the quotient is drawn. This distribution function is not too different from that of a logarithmic normal distribution. The large sample approach of the distribution function to the logistic one is very slow. A Monte Carlo study shows an unexpectedly good fit to the theory.
Publié le : 1967-10-14
Classification: 
@article{1177698708,
     author = {Gumbel, E. J. and III, James Pickands},
     title = {Probability Tables for the Extremal Quotient},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1541-1551},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698708}
}
Gumbel, E. J.; III, James Pickands. Probability Tables for the Extremal Quotient. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1541-1551. http://gdmltest.u-ga.fr/item/1177698708/