广义Maxwell分布最大值和最小值的展开式
Expansions of maximum and minimum from Generalized Maxwell distribution
摘要:
广义Maxwell分布是经典Maxwell分布的推广。在本文中,我们集中在联合分布渐近的归一化极大值和极小值。在最佳归一化常数下,建立了归一化部分极大值和极小值的联合分布和密度的渐近展开。利用这些展开式,可以得到联合分布的收敛速度和归一化极大值和极小值趋于极限的密度。数值分析支持我们的结果。
英文摘要:
Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic expansions of joint distribution and density for normalized partial maxima and minima are established. These expansions are used to educe speeds of convergence of joint distribution and density of normalized maxima and minima tending to its corresponding ultimate limits. Numerical analysis are provided to support our results.
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