## The Annals of Statistics

- Ann. Statist.
- Volume 3, Number 1 (1975), 119-131.

### Statistical Inference Using Extreme Order Statistics

#### Abstract

A method is presented for making statistical inferences about the upper tail of a distribution function. It is useful for estimating the probabilities of future extremely large observations. The method is applicable if the underlying distribution function satisfies a condition which holds for all common continuous distribution functions.

#### Article information

**Source**

Ann. Statist. Volume 3, Number 1 (1975), 119-131.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

http://projecteuclid.org/euclid.aos/1176343003

**JSTOR**

links.jstor.org

**Digital Object Identifier**

doi:10.1214/aos/1176343003

**Mathematical Reviews number (MathSciNet)**

MR423667

**Zentralblatt MATH identifier**

0312.62038

#### Citation

III, James Pickands. Statistical Inference Using Extreme Order Statistics. Ann. Statist. 3 (1975), no. 1, 119--131. doi:10.1214/aos/1176343003. http://projecteuclid.org/euclid.aos/1176343003.