Rates of convergence of lognormal extremes under power normalization
نویسندگان
چکیده
Let {Xn, n ≥ 1} be an independent and identically distributed random sequence with common distribution F obeying the lognormal distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of the maximum to its extreme value limit under power normalization. Mathematics Subject Classification(2010). Primary 62E20, 60E05; Secondary 60F15, 60G15.
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