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Extreme Value Analysis for Progressively Type-II Censored Order Statistics

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  • Erhard Cramer

Abstract

An account to extreme value theory for progressively Type-II censored order statistics is presented which enables us to handle limit laws for upper and lower extreme, intermediate and central progressively Type-II censored order statistics within one framework. We illustrate that the extreme value analysis for progressively Type-II censored order statistics is connected to limit laws for sums of independent but not-identically distributed exponential random variables. Moreover, we show that the limits are transformations of extreme value distributions and illustrate the connection to extreme value analysis for order statistics.

Suggested Citation

  • Erhard Cramer, 2014. "Extreme Value Analysis for Progressively Type-II Censored Order Statistics," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2135-2155, May.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:10-12:p:2135-2155
    DOI: 10.1080/03610926.2013.809113
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