1980
DOI: 10.2307/1268387
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An Accurate Approximation to the Sampling Distribution of the Studentized Extreme Value Statistic

Abstract: JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.The principal result of this paper is the discovery of an excellent approximation to the sampling distribution of the statistic used in the construction of Weibull tolerance bou… Show more

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Cited by 18 publications
(16 citation statements)
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“…The error is computed by comparing the results of the propagation for the exact and the approximate computations for the marginals of all the variables in the network conditional on the observations. The tables represent the resulting values of mean squared error (MSE), max absolute error, KullbackLeibler error, and G defined in [9] as:…”
Section: Experiments With Real World Problemsmentioning
confidence: 99%
“…The error is computed by comparing the results of the propagation for the exact and the approximate computations for the marginals of all the variables in the network conditional on the observations. The tables represent the resulting values of mean squared error (MSE), max absolute error, KullbackLeibler error, and G defined in [9] as:…”
Section: Experiments With Real World Problemsmentioning
confidence: 99%
“…The values of IRL and LTRL (and v~,.,.~) given in Tables 1, 2, and 3 were computed using an approximation of Fertig and Mann (1980). Specifically, let u** and b** be any efficient unbiased estimators of u TECHNOMETRICS@, VOL.…”
Section: Operating Characteristic Of Weibull Sampling Planmentioning
confidence: 99%
“…The percentiles of Ly,y2s for each v,, vz, and 6 were computed using numerical intergration. See Fertig and Mann (1980) for a fuller discussion.…”
Section: Operating Characteristic Of Weibull Sampling Planmentioning
confidence: 99%
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“…3.2 (Munin, Andes, Barley and Water) with different values of α and d. For each run, we measured the execution time, error in the estimation of the posterior probabilities and average and maximum size of the probability trees handled during the inference process. The error was measured using Fertig and Mann's divergence, 29 which is defined as follows. For one variable X, the error is computed as…”
mentioning
confidence: 99%