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http://dx.doi.org/10.4134/BKMS.b160526

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)
Publication Information
Bulletin of the Korean Mathematical Society / v.55, no.3, 2018 , pp. 679-698 More about this Journal
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
density; expansion; extreme value distribution; generalized Maxwell distribution; moment;
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Times Cited By KSCI : 2  (Citation Analysis)
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