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Journal of Statistical Computation and Simulation Volume 47, 1993 - Issue 3-4
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Original Articles

Comparision of expectations of the extreme of sums and the sum of extremes from gamma distributions

Lee J. Bain University of Missouri–Rolla, Rolla, Missouri, 65401
&
Gaoxiong Gan University of Missouri–Rolla, Rolla, Missouri, 65401
Pages 219-225 | Received 14 Dec 1992, Published online: 20 Mar 2007

References

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  • Gumbel , E.J. 1958 . Statistical Theory of Floods and Droughts. . .J.Inst.Water Engineers , 12 157 – 187 .
  • Gumbel , E.J , Benham , A.D. and Thomson , D.H. 1959 . Communications on the Statistical Theory of Floods and Droughts. . J.Inst.Water Engineers , 13 71 – 102 .
  • Gupta , S.S. 1960 . Order Statistics from the Gamma Distribution . Technometrics , 2 243 – 262 .
  • Harter , H.L. 1970 . “ Order Statistics and Their Uses in Testing and Estimation ” . Vol. 2 , Washington , D.C. : Government Printing Office .
  • Pearson , E.S. and Hartley , H.O. 1972 . “ Biometrika Tables for Statisticians ” . Vol. 2 , Cambridge university Press .
  • Pickands , J. 1968 . Moment Convergence of Sample Extremes . Ann.Main.Statist. , 39 881 – 889 .
  • Resnick , S.I. 1987 . “ Extreme Values,Regular Variation, and Point Processes ” . In Springer—Verlag New York.
  • Sarhan , A.E. and Greenberg , B.G. 1962 . “ Contributions to Order Statistics ” . New York : John Wiley & Sons,Inc. .
  • SAS Institute Inc. SAS Language 1990 Reference Version 6, 1st Ed.NC.

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