Frenk, Frenk, J.B.G.; van Houweninge, M.; Rinnooy Kan, … - Faculteit der Economische Wetenschappen, Erasmus … - 1987
Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (–, +) and for the case thatF is defined on (0, ). These results yield asymptotic estimates of the expected optiml value...