Abstract
The asymptotic distribution of the first order statistic X(1) of log-Normal and Gamma samples is considered. The parameters of this extreme value asymptote (Weibull distribution) are approximated in terms of the initial sample size n and the parameters of the initial log-Normal and Gamma measurement models. The resulting asymptotic model of X(1) is found to be a reasonable and computationally convenient approximation to the exact model of X(1).
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References
K.V. Bury, “Distributions of Weibull Extremes”, INFOR, Vol. 11, No. 2, June 1973, pp. 140–149.
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Bury, K.V. Distribution of smallest log-normal and gamma extremes. Statistische Hefte 16, 105–114 (1975). https://doi.org/10.1007/BF02922919
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DOI: https://doi.org/10.1007/BF02922919