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A note on the analytic approximation of exceedance probabilities in heterogeneous populations

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Title: A note on the analytic approximation of exceedance probabilities in heterogeneous populations
Authors: Battey, HS
Item 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.
Issue Date: Dec-2021
Date of Acceptance: 28-Jul-2021
URI: http://hdl.handle.net/10044/1/99109
DOI: 10.1016/j.spl.2021.109215
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/Funder: Engineering & Physical Science Research Council (EPSRC)
Engineering & Physical Science Research Council (EPSRC)
Funder's Grant Number: EP/P002757/1
EP/P002757/1
Keywords: 0102 Applied Mathematics
0104 Statistics
1403 Econometrics
Statistics & Probability
Publication Status: Published
Article Number: 109215
Online Publication Date: 2021-08-19
Appears in Collections:Statistics
Mathematics



This item is licensed under a Creative Commons License Creative Commons