Convergence rate of extremes of generalized Maxwell distribution

Huang, Jianwen and Chen, Shouquan (2014) Convergence rate of extremes of generalized Maxwell distribution. [MIMS Preprint]

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Abstract

Let $\{X_n, n\geq1\}$ be a sequence of independent and identically distributed random variables with common distribution $F$ following the generalized Maxwell distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of the maximum to its extreme value distribution.

Item Type: MIMS Preprint
Uncontrolled Keywords: Extreme value distribution; Generalized Maxwell distribution; Maximum; Uniform convergence rate.
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: 16 Sep 2014
Last Modified: 08 Nov 2017 18:18
URI: http://eprints.maths.manchester.ac.uk/id/eprint/2176

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