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Fundamentalnaya i Prikladnaya Matematika, 2020, Volume 23, Issue 1, Pages 207–215
(Mi fpm1875)
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On maximum domain of attraction for transformations of normal random variable
V. V. Troshin Lomonosov Moscow State University, Moscow, Russia
Abstract:
Limit distributions of the maximum of independent copies of a transformation of a Gaussian random variable are studied. Sufficient and necessary conditions are found for the transformations belonging to Fréchet and Weibull maximum domains of attraction. Simple sufficient conditions are also given.
Citation:
V. V. Troshin, “On maximum domain of attraction for transformations of normal random variable”, Fundam. Prikl. Mat., 23:1 (2020), 207–215; J. Math. Sci., 262:4 (2022), 537–543
Linking options:
https://www.mathnet.ru/eng/fpm1875 https://www.mathnet.ru/eng/fpm/v23/i1/p207
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Statistics & downloads: |
Abstract page: | 129 | Full-text PDF : | 91 | References: | 25 |
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