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Record W4210253203 · doi:10.1080/03610918.2022.2034865

Accurate approximation of the expected value, standard deviation, and probability density function of extreme order statistics from Gaussian samples

2022· article· en· W4210253203 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueCommunications in Statistics - Simulation and Computation · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsImpactMcMaster University
Fundersnot available
KeywordsOrder statisticStandard deviationStatisticStatisticsMathematicsGaussianProbability density functionGaussian functionFunction (biology)Applied mathematicsPhysicsQuantum mechanics

Abstract

fetched live from OpenAlex

We show that the expected value of the largest order statistic in Gaussian samples can be accurately approximated as (0.2069 ln (ln (n))+0.942)4, where n∈[2,108] is the sample size, while the standard deviation of the largest order statistic can be approximated as −0.4205arctan(0.5556[ln(ln (n))−0.9148])+0.5675. We also provide an approximation of the probability density function of the largest order statistic which in turn can be used to approximate its higher order moments. The proposed approximations are computationally efficient, and improve previous approximations of the mean and standard deviation given by Chen and Tyler (1999 Chen, C.-C., and C. W. Tyler. 1999. Accurate approximation to the extreme order statistics of Gaussian samples. Communications in Statistics-Simulation and Computation 28 (1):177–88. doi:https://doi.org/10.1080/03610919908813542.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]).

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.675
Threshold uncertainty score0.437

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.242
GPT teacher head0.402
Teacher spread0.160 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it