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- Title
The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints.
- Authors
Patel, Nitin R.; Smith, Robert L.
- Abstract
We show that the minimum value of a sample of feasible points uniformly distributed over a linear constraint set is, for concave functions, asymptotically Weibull distributed with shape parameter equal to the dimension of the feasible region.
- Subjects
CONCAVE functions; ASYMPTOTIC distribution; DISTRIBUTION (Probability theory); WEIBULL distribution; PROBABILITY theory
- Publication
Operations Research, 1983, Vol 31, Issue 4, p789
- ISSN
0030-364X
- Publication type
Article
- DOI
10.1287/opre.31.4.789