article
Statistical Inference Using Extreme Order Statistics
The Annals of Statistics · 1975 · Vol. 3(1)
Abstract
A method is presented for making statistical inferences about the upper tail of a distribution function. It is useful for estimating the probabilities of future extremely large observations. The method is applicable if the underlying distribution function satisfies a condition which holds for all common continuous distribution functions.
Statistical Mechanics and EntropyGaussian Processes and Bayesian InferenceComplex Systems and Time Series AnalysisMathematicsStatistical inferenceOrder statisticStatisticsInferenceFunction (biology)Extreme value theoryDistribution (mathematics)EconometricsApplied mathematics
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