Higher-order expansions of sample range from skew-normal distribution

被引:0
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作者
Wenjing Zhang
Yingyin Lu
机构
[1] Southwest Petroleum University,School of Science
关键词
Skew-normal distribution; Sample range; Distributional expansion;
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摘要
{Xn,n≥1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{X_{n},n\ge 1\}$$\end{document} is a sequence of i.i.d. random variables with common skew-normal distribution, the limiting distribution of normalized sample range Mn-mn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M_n-m_n$$\end{document} was established in this paper, where Mn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M_n$$\end{document} and mn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$m_n$$\end{document} are the partial maximum and minimum of {Xn,n≥1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{X_{n}, n\ge 1\}$$\end{document}, respectively. Meanwhile, higher-order expansions of sample range distribution and the rates of convergence to the limits are derived with optimal normalizing constants. Numerical analysis is given to compare the accuracy of the actual values with their asymptotics and illustrate the theoretical findings.
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页码:858 / 877
页数:19
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