Higher-order expansion;
Power normalization;
Maximum;
Skew-normal distribution;
MAX STABLE LAWS;
CONVERGENCE;
ATTRACTION;
DOMAINS;
RATES;
UNIVARIATE;
D O I:
10.1007/s00362-016-0749-8
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
In this paper, we establish the higher-order expansions of cumulative distribution function and probability density function of maximum from skew-normal distribution under power normalization. Numerical analysis are illustrated to support our findings.
机构:
Korea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South Korea
Korea Univ, Sch Elect Engn, 145 Anam Ro, Seoul 02841, South KoreaKorea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South Korea
Kim, Shin Young
Sapotta, Benedikt
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机构:
Karlsruhe Inst Technol, Inst Funct Interfaces, Hermann von Helmholtz Pl 1, D-76344 Eggenstein Leopoldshafen, GermanyKorea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South Korea
Sapotta, Benedikt
Jang, Gilsoo
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机构:
Korea Univ, Sch Elect Engn, 145 Anam Ro, Seoul 02841, South KoreaKorea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South Korea
Jang, Gilsoo
Kang, Yong-Heack
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机构:
Korea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South KoreaKorea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South Korea
Kang, Yong-Heack
Kim, Hyun-Goo
论文数: 0引用数: 0
h-index: 0
机构:
Korea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South KoreaKorea Inst Energy Res, New & Renewable Energy Resource & Policy Ctr, 152 Gajeong Ro, Daejeon 34129, South Korea