Moments and cumulants of the extremes of a sample from a uniform distribution

Christopher S. Withers and Saralees Nadarajah

Statistics & Probability Letters, 2019, vol. 145, issue C, 238-247

Abstract: We give expansions in inverse powers of the sample size n for the joint moments and cumulants of the extremes when sampling from a uniform distribution. Estimates of low bias are given for smooth functions of the end points and their performance illustrated by simulations. Some extensions are given for general bivariate extreme estimates.

Keywords: Edgeworth expansion; Order; Unbiasedness (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.10.006

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