Tail Behavior and Extremes of Short-Tailed Symmetric Distribution |
| |
Authors: | Lin Fuming Peng Zuoxiang |
| |
Institution: | 1. School of Science , Sichuan University of Science and Engineering , Sichuan, China zigonglfm2006@yahoo.com.cn;3. School of Mathematics and Statistics , Southwest University , Chongqing, China |
| |
Abstract: | Tiku and Vaughan (1999
Tiku , M. L. ,
Vaughan , D. C. ( 1999 ). A Family of Short-tailed Symmetric Distributions. Technical Report, McMaster University, Canada . Google Scholar]) introduced a short-tailed symmetric family recently. In the article, the tail properties of the short-tailed symmetric distribution are studied and the asymptotic distribution of the maximum of i.i.d. random variables obeying the short-tailed distribution is gained. |
| |
Keywords: | Extreme value distribution Short-tailed Symmetric distributions Tail properties |
|
|