This thesis focuses on the limiting distributions of extremes from skew-normal sample under linear and power normalization respectively. The associated pointwise convergence rate also is derived under power normalization.The first part of the thesis considers the tail behavior of skew-normal distribution and its algorithm of random number generation. Furthermore, the limiting distribution of maximum of mixed skew-normal distribution is also considered because of its widely applications to model variety of random phenomena,Pancheva(1985) derived the limiting distributions of power normalized maxima. For the skew-normal distribution, the second part considers the limiting distribution of its maximum under power normalization and the associated pointwise convergence rates. |