Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
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CONVERGENCE RATE OF EXTREMES FOR THE GENERALIZED SHORT-TAILED SYMMETRIC DISTRIBUTION

  • Lin, Fuming (School of Science Sichuan University of Science & Engineering) ;
  • Peng, Zuoxiang (School of Mathematics and Statistics Southwestern University) ;
  • Yu, Kaizhi (School of Statistics Southwestern University of Finance and Economics)
  • Received : 2015.10.03
  • Published : 2016.09.30
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Abstract

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($\exp(-e^{-x})$) and the supremum-metric-based convergence rate as well.

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References

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