Estimation of the Minimum of a Function Using Order Statistics
针对定义在有界集合上的实值函数，利用均匀随机样本构造函数最小值的置信区间，基于极值理论的渐近方法。
Abstract Suppose A is a bounded set in ℛ d and f a real function defined on A. Suppose m = min{f(x; | x ∈ A} exists. Using a random sample X 1, X 2. …, X n from a uniform distribution over A we construct a confidence interval for m using asymptotic theory. Our results contain some statistical results valid in general extreme value theory (estimation of the main parameter of extreme value distributions).