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Limiting Distribution Of Extremes Of Skew-normal Distribution And Its Associated Pointwise Convergence Rates

Posted on:2015-01-22Degree:MasterType:Thesis
Country:ChinaCandidate:H Y YangFull Text:PDF
GTID:2250330428980938Subject:Probability theory and mathematical statistics
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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.
Keywords/Search Tags:skew-normal distribution, limiting distibution, finite mixture, rate ofconvergence
PDF Full Text Request
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