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Tail properties and approximate distribution and expansion for extreme of LGMD

We introduce logarithmic generalized Maxwell distribution motivated by Vodă (Math. Rep. 11:171-179, 2009), which is an extension of the generalized Maxwell distribution. Some interesting properties of this distribution are studied and the asymptotic distribution of the partial maximum of an i.i.d. s...

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Detalles Bibliográficos
Autores principales: Huang, Jianwen, Wang, Jianjun, Luo, Guowang, He, Jun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5310591/
https://www.ncbi.nlm.nih.gov/pubmed/28255207
http://dx.doi.org/10.1186/s13660-017-1316-0
Descripción
Sumario:We introduce logarithmic generalized Maxwell distribution motivated by Vodă (Math. Rep. 11:171-179, 2009), which is an extension of the generalized Maxwell distribution. Some interesting properties of this distribution are studied and the asymptotic distribution of the partial maximum of an i.i.d. sequence from the logarithmic generalized Maxwell distribution is gained. The expansion of the limit distribution from the normalized maxima is established under the optimal norming constants, which shows the rate of convergence of the distribution for normalized maximum to the extreme limit.