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Confidence interval on the maximum value of a sample?
Is there any test (preferably without assuming any distribution) that can give us a confidence interval on the maximum value of a (small) sample?
context:
I am trying to get some estimate of upper ...
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How to understand a note for the distribution of the sample for confidence interval?
From Wikipedia for confidence interval, there is a note for the distribution of the sample:
Note that here $Pr_{θ,φ}$ need not refer to an explicitly given
parameterised family of distributions, ...
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