Let $X(n)$ be the largest observation in a random sample of size $n$ from a standard normal population. In this paper we investigate the limiting behavior of the distribution and the moments of $X(n)$ for large $n$. The results of this paper provide rates of convergence of the distribution and the moments of $X(n)$.
Publié le : 1981-02-14
Classification:
Largest observation,
limits,
moments,
normal distribution,
62E20,
62G30
@article{1176994515,
author = {Nair, K. Aiyappan},
title = {Asymptotic Distribution and Moments of Normal Extremes},
journal = {Ann. Probab.},
volume = {9},
number = {6},
year = {1981},
pages = { 150-153},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994515}
}
Nair, K. Aiyappan. Asymptotic Distribution and Moments of Normal Extremes. Ann. Probab., Tome 9 (1981) no. 6, pp. 150-153. http://gdmltest.u-ga.fr/item/1176994515/