Extending statistics of extremes to distributions varying in position and scale and the implications for race models

DOI10.1006/JMPS.2001.1399MaRDI QIDQ701130zbMATH OpenOpenAlexWikidataFDO

Authors Denis Cousineau, Victor W. Goodman, Richard M. Shiffrin

Publication date 16 October 2002

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b4d253da3708559b5c33f91d626f45d2afad5555

zbMATH Keywords

applicationsbounded from belowindependent observationsnormalized minimumpsychological processessmoothing of data

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of statistics to psychology (62P15)

Review text

The authors study extreme value models for the minimum, guided by the applicability of a model to psychological data sets. It is concluded that a model leading to the Weibull family of distributions is the most acceptable. In order to get better estimates for the parameters, the authors extend the model from independent and identically distributed variables to models in which the left end of the observations is allowed to be variable. In addition, it is shown that regular variation remains unchanged if the observations from two sets of data are pairwisely multiplied together. The independence is also relaxed by using a model first developed for reliability applications by the reviewer.

Recommendations

• scientific article; zbMATH DE number 3888727
• scientific article; zbMATH DE number 3905657
• scientific article; zbMATH DE number 2122818
• Modelling multivariate extreme value distributions
• scientific article; zbMATH DE number 4044943

Cites work

• A random utility family that includes many of the ‘classical’ models and has closed form choice probabilities and choice reaction times
• Asymptotic behaviour of the convolution tail of distributions each having a first or second order regularly varying tail
• Extremes and related properties of random sequences and processes
• Fighting the arch–enemy with mathematics‘
• scientific article; zbMATH DE number 3141621 (Why is no real title available?)
• scientific article; zbMATH DE number 3662269 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 953808 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3065425 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Possibly dependent probability summation of reaction time
• Sur la distribution limite du terme maximum d'une série aléatoire
• Tails of subordinated laws: The regularly varying case
• The horse race random utility model for choice probabilities and reaction times, and its competing risks interpretation

Cited in

(7)

• Comparison of location models of Weibull type samples and extreme value processes
• A multivariate counting process with Weibull-distributed first-arrival times.
• A model for extreme stacking of data at endpoints of a distribution: illustration with W-shaped data
• Learning curves as strong evidence for testing models: the case of EBRW
• The applied model for the stochastic extremes
• A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics
• Random local temporal structure of category fluency responses

Describes a project that uses

Uses Software

• Mathematica

This page was built for publication: Extending statistics of extremes to distributions varying in position and scale and the implications for race models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q701130)