Comparison between the rates of convergence of extremes under linear and under power normalization |
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| Authors: | H M Barakat E M Nigm Magdy E El-Adll |
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| Institution: | 1. Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt
2. Department of Mathematics, Faculty of Science, Helwan University, Ain Helwan, Cairo, Egypt
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| Abstract: | By using the theory of the second-order regular variation, we study the rates of the weak convergence of the maximum order
statistics under power normalization. The exact rates are obtained in the uniform metric and the total variation metric. The
relationship between the rates of convergence under linear and under power normalization is derived. Some illustrative examples
are given for comparing the rates of convergence. |
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