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A note on the analytic approximation of exceedance probabilities in heterogeneous populations
File | Description | Size | Format | |
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probMaxima20210520.pdf | Accepted version | 316.08 kB | Adobe PDF | View/Open |
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