Two-Moment Approximations for Maxima

DOI10.1287/OPRE.1060.0375MaRDI QIDQ3392095zbMATH OpenOpenAlexFDO

Authors Charles S. Crow IV, David A. Goldberg, Ward Whitt

Publication date 13 August 2009

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/04205347d8849ae55c3a12be6a8e2743ad23019b

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Approximate moments of extremes
• First moment approximations for order statistics from the extreme value distribution
• Approximation by penultimate extreme value distributions
• Second Order Approximation for the Distribution of the Maximum of a Random Walk with Negative Drift and Infinite Variance
• Maximum values in queueing processes

Cited in

(1)

• The last departure time from an \(M_t/G/\infty\) queue with a terminating arrival process

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