Convergence Rate of Extremes for the General Error Distribution

Let {X n , n ≥ 1} be an independent, identically distributed random sequence with each X n having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit.

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Veröffentlicht in:	Journal of applied probability 2010-09, Vol.47 (3), p.668-679
Hauptverfasser:	Peng, Zuoxiang, Nadarajah, Saralees, Lin, Fuming
Format:	Artikel
Sprache:	eng
Schlagworte:	60F05 62E20 Applications Approximation Axiology Convergence Distribution theory Exact sciences and technology Extreme value distribution Gaussian distributions general error distribution Mathematical analysis Mathematical constants Mathematics maximum Probability and statistics Probability theory and stochastic processes Random variables Sciences and techniques of general use Statistics Stochastic processes Studies uniform convergence rate
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Beschreibung
Zusammenfassung:	Let {X n , n ≥ 1} be an independent, identically distributed random sequence with each X n having the general error distribution. In this paper we derive the exact uniform convergence rate of the distribution of the maximum to its extreme value limit.
ISSN:	0021-9002 1475-6072
DOI:	10.1239/jap/1285335402