Sankhya: The Indian Journal of Statistics

1996, Volume 58, Series B, Pt. 2, pp. 151--158

RECORD VALUES OF EXTREME VALUE DISTRIBUTIONS AND A TEST FOR DOMAIN OF ATTRACTION OF TYPE I EXTREME VALUE DISTRIBUTION

By

M. AHSANULLAH, Rider University

and

DINESH S. BHOJ, Rutgers University

SUMMARY.  Some distributional properties of record values from extreme value distributions are presented. A test statistic based on record values is proposed to test whether a sample comes from the domain of attraction of Type I extreme value distribution. The critical values of the test statistic are obtained by simulation. The power of the test is studied against several distributions belonging to the domains of attraction of other types of extreme value distribution.

AMS (1980) subject classifications. 62G30.

Key words and phrases. Records, critical values, extreme value distributions, test of hypothesis, order statistics.

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