Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Range (statistics)
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Distribution=== The range, T, has the cumulative distribution function<ref name="gumbel">{{cite journal | author = E. J. Gumbel | author-link = E. J. Gumbel | year = 1947 | title = The Distribution of the Range | journal = The Annals of Mathematical Statistics | volume = 18 | issue = 3 | pages = 384β412 | jstor = 2235736 | doi=10.1214/aoms/1177730387| doi-access = free }}</ref><ref name="tsimashenka">{{Cite book | last1 = Tsimashenka | first1 = I. | last2 = Knottenbelt | first2 = W. | last3 = Harrison | first3 = P. | author-link3 = Peter G. Harrison| doi = 10.1007/978-3-642-30782-9_12 | chapter = Controlling Variability in Split-Merge Systems | title = Analytical and Stochastic Modeling Techniques and Applications | series = Lecture Notes in Computer Science | volume = 7314 | pages = 165 | year = 2012 | isbn = 978-3-642-30781-2 | url = http://www.doc.ic.ac.uk/~wjk/publications/tsimashenka-knottenbelt-harrison-asmta-2012.pdf}}</ref> ::<math>F(t)= n \int_{-\infty}^\infty g(x)[G(x+t)-G(x)]^{n-1} \, \text{d}x.</math> [[Emil Julius Gumbel|Gumbel]] notes that the "beauty of this formula is completely marred by the facts that, in general, we cannot express ''G''(''x'' + ''t'') by ''G''(''x''), and that the numerical integration is lengthy and tiresome."{{R|gumbel|p=385 <!-- (PDF p. 2) -->}} If the distribution of each ''X''<sub>''i''</sub> is limited to the right (or left) then the asymptotic distribution of the range is equal to the asymptotic distribution of the largest (smallest) value. For more general distributions the asymptotic distribution can be expressed as a [[Bessel function]].<ref name="gumbel" />
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)