Tail properties and approximate distribution and expansion for extreme of LGMD

Journal of inequalities and applications

Jianwen Huang¹ 

关键词: limit distribution;    logarithmic generalized Maxwell distribution;    Mills’ ratio;    maximum;    tail properties;    60G70;    60F05;   

DOI  :  10.1186/s13660-017-1316-0

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

We introduce logarithmic generalized Maxwell distribution motivated by Vodă (Math. Rep. 11:171-179, 2009), which is an extension of the generalized Maxwell distribution. Some interesting properties of this distribution are studied and the asymptotic distribution of the partial maximum of an i.i.d. sequence from the logarithmic generalized Maxwell distribution is gained. The expansion of the limit distribution from the normalized maxima is established under the optimal norming constants, which shows the rate of convergence of the distribution for normalized maximum to the extreme limit.

【 授权许可】

CC BY