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Abstract Details
Activity Number:
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291
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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Abstract - #305533 |
Title:
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Inferences of Generalized Extreme Value Distribution Based on Record Values
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Author(s):
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Mohammad Ahsanullah*+
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Companies:
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Rider University
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Address:
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Dept. of Management Sciences, Lawrenceville, NJ, 06840, United States
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Keywords:
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Record Values, Characterization, Generalized Extreme Value Distribution
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Abstract:
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Let X(1),X(2),.. X(n) be n independent and identically distributed random variables. Consider M(n) = Max{X(1),X(2),...,X(n)}. It is knowm that that there exists only three limiting ( as n tends to infinity) distributions for the suitably centered and normalized M(n). These three distributions are members of generalized extreme value (gev)distribution. In this talk some distributional properties of the record values from gev will be given. Based on these distributional properties several characterizations of these three distributions will be presented.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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