Expansions of maximum and minimum from Generalized Maxwell distribution

Autor: Huang, Jianwen
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic expansions of joint distribution and density for normalized partial maxima and minima are established. These expansions are used to educe speeds of convergence of joint distribution and density of normalized maxima and minima tending to its corresponding ultimate limits. Numerical analysis are provided to support our results.
Databáze: arXiv