Technical Note—The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints

Nitin R. Patel and Robert L. Smith
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Nitin R. Patel: Indian Institute of Management, Ahmedabad, India
Robert L. Smith: The University of Michigan, Ann Arbor, Michigan

Operations Research, 1983, vol. 31, issue 4, 789-794

Abstract: We show that the minimum value of a sample of feasible points uniformly distributed over a linear constraint set is, for concave functions, asymptotically Weibull distributed with shape parameter equal to the dimension of the feasible region.

Keywords: 661 extreme values in sampling; 804 sampling in concave objective minimization (search for similar items in EconPapers)
Date: 1983
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