Bull. Korean Math. Soc. 2016; 53(5): 1549-1566
Online first article September 13, 2016 Printed September 30, 2016
https://doi.org/10.4134/BKMS.b150804
Copyright © The Korean Mathematical Society.
Fuming Lin, Zuoxiang Peng, and Kaizhi Yu
Sichuan University of Science \& Engineering, Southwestern University, Southwestern University of Finance and Economics
Denote $M_{n}$ the maximum of $n$ independent and identically distributed variables from the generalized short-tailed symmetric distribution. This paper shows the pointwise convergence rate of the distribution of $M_{n}$ to $\exp(-e^{-x})$ and the supremum-metric-based convergence rate as well.
Keywords: generalized short-tailed symmetric distribution, maximum, extreme value distribution, rate of convergence
MSC numbers: Primary 62E20, 60G70; Secondary 60F15, 60F05
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