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On the Rate of Convergence of STSD Extremes |
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| Authors: | Fuming Lin Xinhua Zhang Zuoxiang Peng Yingying Jiang |
| Institution: | 1. School of Science , Sichuan University of Science &2. Engineering , Sichuan Zigong , China zigonglfm2006@yahoo.com.cn;4. Engineering , Sichuan Zigong , China;5. School of Mathematics and Statistics , Southwest University , Chongqing , China |
| Abstract: | Denote M n the largest of n independent STSD variables. This article shows the rate of convergence of (M n ? b n )/a n to the extreme value distribution exp (?e ?x ) which is characterized by the supremum metric. |
| Keywords: | Extreme value distribution Maximum Rate of convergence Short-tailed symmetric distributions |