On 10 Jan 2002 03:28:29 GMT, [EMAIL PROTECTED] (Vmcw) wrote: > Hi! > > I'm looking at an article that references a result by Fisher & Tippett > (specific reference is "Limiting Forms of the Frequency Distribution of the > Largest or Smallest Member of a Sample," Procedings of the Cambridge > Philosophical Society 24, 180-190 (1928)). The article presents the result as > follows: if there are S independent samples of size m from a parent population > bounded below by a, and if xi is the smallest value in sample i, then the > limiting distribution of the minimum of the xi-values is Weibull with location > parameter a as m -> infinity. > > This seems like a not particularly rigorous description of the result, and I > wanted to read the original statement to make sure that all the details are > covered here, i.e. it seems like the parent distribution would have to be > continuous, at least, and that a should be the greatest lower bound rather than > just a bound. So, I ordered the original article from my library and have been
The way that I read your 1928 summary, I don't figure out why you are looking for a 'bound.' It says, some distribution becomes (increasingly) Weibull. With a parameter. Where do you see a bound? And, yes, I would guess that somewhere they say something is continuous. > waiting a loooong time with no success. So... can anyone help me out with a > precise statement regarding this result? (If it helps, I have obtained > Gumbel's "Statistics of Extremes" to see if it's buried in there, but so far > haven't found it. Page number?) > -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
