Approximating the distribution of an extreme value statistic based on estimated from a generating function

A method for approximating the terms of a generating function is used to approximate the distribution of an extreme value statistic. The approximation obtained yiels sharper estimates of the exact distribution than that given by the asymptotic distribution and, furthermore, yields a large deviation result.

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Year of publication:	1987
Authors:	McCormick, William P. ; Reeves, Jack H.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 27.1987, p. 307-316
Publisher:	Elsevier
Keywords:	extreme values generating function equivalent sample size asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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