The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right]\)

DOI10.1016/j.jkss.2018.02.003zbMath1395.60057OpenAlexW2790869864MaRDI QIDQ1657859

Christopher S. Withers, Saralees Nadarajah

Publication date: 14 August 2018

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2018.02.003

zbMATH Keywords

momentsdensity functionjoint distributionmaximumsample minimum

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

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

Cites Work

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• Extremes and related properties of random sequences and processes
• On the trivariate joint distribution of Brownian motion and its maximum and minimum
• Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
• The joint distribution of the maximum and minimum of an AR(1) process
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays

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