Rates of convergence of extremes for mixed exponential distributions

Article ID	Journal	Published Year	Pages	File Type
1140151	Mathematics and Computers in Simulation	2010	8 Pages	PDF

Abstract

The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.

Keywords

60G10 primary 60F15 Extreme value distribution Exponential distribution secondary 60F05 Finite mixture Rate of convergence

Related Topics

Physical Sciences and Engineering Engineering Control and Systems Engineering

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Rates of convergence of extremes for mixed exponential distributions

Authors

Peng Zuoxiang, Zhichao Weng, Saralees Nadarajah,