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指数分布极值的分布和矩的渐近展开

Asymptotic Expansion of the Distribution and Moment of Extreme from Exponential Distribution
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摘要 研究了指数分布规范化最大值的分布和矩的渐近性质,并在最优赋范常数的条件下得到了指数分布规范化最大值的分布和矩的渐近展开,这些展开能够用来得到规范化最大值的分布和矩趋于相应的极值的分布和矩的收敛速度。 In this paper, the asymptotic behaviors of the distribution and moment of normalized maxima for exponential distribution are studied. Under the optimal norming constants, the asymptotic expansions of the distribution and moment of normalized maxima for exponential distribution are derived. These expansions can be used to deduce the convergence rate of the distribution and moment of normalized maxima to the distribution and moment of the corresponding extreme value.
作者 黄建文 刘衍民 罗国旺 任泽容
机构地区 遵义师范学院数学与计算科学学院
出处 《重庆师范大学学报（自然科学版）》 CAS CSCD 北大核心 2016年第1期63-66,共4页 Journal of Chongqing Normal University:Natural Science
基金 国家自然科学基金(No.71461027) 贵州省科技合作计划课题(No.黔科合LH字[2015]7001 No.黔科合LH字[2015]7006 No.黔科合LH字[2015]7055 贵州省自然科学基金(No.黔教合KY[2014]295)
关键词 渐近展开 矩 极值 指数分布 asymptotic expansion moment extreme value exponential distribution
分类号 O211.4 [理学—概率论与数理统计]
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参考文献13

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二级参考文献33

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共引文献13

重庆师范大学学报（自然科学版）
2016年 第1期

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