Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144558 | Journal of the Korean Statistical Society | 2016 | 11 Pages |
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
Lingling Du, Shouquan Chen,