Article ID Journal Published Year Pages File Type
1144558 Journal of the Korean Statistical Society 2016 11 Pages PDF
Abstract

For a generalized gamma random sequence, some fundamental properties and convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansions for the distribution and density of maximum from generalized gamma distribution are given under an optimal choice of normalizing constants.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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