Tail behavior of the generalized Maxwell distribution

Huang, Jianwen and Chen, Shouquan and Tuo, Zhongyou (2014) Tail behavior of the generalized Maxwell distribution. Communications in Statistics-Theory and Methods. ISSN 0361-0926 (Submitted)

[img] PDF
Tail_behavior_of_generalized_Maxwell_distribution.pdf

Download (139kB)
Official URL: http://www.tandfonline.com/toc/lsta20/current#.U0u...

Abstract

In this paper, we investigate the tail properties of the generalized Maxwell distribution and gain an asymptotic behavior of Mills-type ratio. Meanwhile, We show two applications. The first application thinks about the asymptotic property of the ratio of density functions and the ratio of the tails of the generalized Maxwell and classical Maxwell distributions. Another application obtains the asymptotic distribution of the partial maximum of an independent and identically distributed sequence from the distribution.

Item Type: Article
Uncontrolled Keywords: Extreme value distribution; Generalized Maxwell distribution; Maximum; Mills-type ratio.
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes
MSC 2010, the AMS's Mathematics Subject Classification > 62 Statistics
Depositing User: Probabilit Jianwen Huang
Date Deposited: 14 Apr 2014
Last Modified: 20 Oct 2017 14:13
URI: http://eprints.maths.manchester.ac.uk/id/eprint/2124

Actions (login required)

View Item View Item