Extreme Value Analysis for Progressively Type-II Censored Order Statistics

Erhard Cramer

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 10-12, 2135-2155

Abstract: An account to extreme value theory for progressively Type-II censored order statistics is presented which enables us to handle limit laws for upper and lower extreme, intermediate and central progressively Type-II censored order statistics within one framework. We illustrate that the extreme value analysis for progressively Type-II censored order statistics is connected to limit laws for sums of independent but not-identically distributed exponential random variables. Moreover, we show that the limits are transformations of extreme value distributions and illustrate the connection to extreme value analysis for order statistics.

Date: 2014
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DOI: 10.1080/03610926.2013.809113

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