A note on the analytic approximation of exceedance probabilities in heterogeneous populations
File(s) probMaxima20210520.pdf (316.08 KB)
Accepted version
Author(s)
Battey, HS
Type
Journal Article
Abstract
This note derives analytic approximations to exceedance probabilities for order statistics from two heterogeneous populations. A limitation of this approach is that it entails a special condition that needs to be checked or justified on a case by case basis.
Date Issued
2021-12
Date Acceptance
2021-07-28
Citation
Statistics & Probability Letters, 2021, 179, pp.1-7
ISSN
0167-7152
Publisher
Elsevier BV
Start Page
1
End Page
7
Journal / Book Title
Statistics & Probability Letters
Volume
179
Copyright Statement
© 2021 Elsevier Ltd. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Engineering & Physical Science Research Council (EPSRC)
Identifier
https://www.sciencedirect.com/science/article/pii/S0167715221001772?via%3Dihub
Grant Number
EP/P002757/1
EP/P002757/1
Subjects
0102 Applied Mathematics
0104 Statistics
1403 Econometrics
Statistics & Probability
Publication Status
Published
Article Number
109215
Date Publish Online
2021-08-19
