Accurate approximation of the expected value, standard deviation, and probability density function of extreme order statistics from Gaussian samples.
Narayanaswamy BalakrishnanJan RychtárDewey T. TaylorStephen D. WalterPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- standard deviation
- normal distribution
- probability density function
- order statistics
- density function
- gaussian mixture model
- density estimation
- expectation maximization
- median filter
- correlation coefficient
- bayesian framework
- statistical methods
- mixture model
- probability distribution
- maximum likelihood
- gaussian distribution
- data sets
- generative model
- training set