Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
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ON ASYMPTOTIC OF EXTREMES FROM GENERALIZED MAXWELL DISTRIBUTION

  • Huang, Jianwen (School of Mathematics and Statistics Southwest University) ;
  • Wang, Jianjun (School of Mathematics and Statistics Southwest University)
  • Received : 2016.06.23
  • Accepted : 2018.03.27
  • Published : 2018.05.31
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Abstract

In this paper, with optimal normalized constants, the asymptotic expansions of the distribution and density of the normalized maxima from generalized Maxwell distribution are derived. For the distributional expansion, it shows that the convergence rate of the normalized maxima to the Gumbel extreme value distribution is proportional to 1/ log n. For the density expansion, on the one hand, the main result is applied to establish the convergence rate of the density of extreme to its limit. On the other hand, the main result is applied to obtain the asymptotic expansion of the moment of maximum.

Keywords

Acknowledgement

Supported by : Natural Science Foundation of China, Central Universities, GuangXi higher education key laboratory, Science and Technology Foundation of Guizhou Province, Guizhou province natural science foundation in China

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