The rate of convergence in distribution of the maxima

Richard A. Davis

Statistica Neerlandica, 1982, vol. 36, issue 1, 31-35

Abstract: Abstract Assume the normalized maxima, from an independent and identically distributed sequence of random variables, converge in distribution to a non‐degenerate random variable with extreme value distribution G(x). We derive a pointwise rate for this convergence which holds for all n and x with G(x) > 0. A closer examination of this result suggests how a uniform rate can be obtained.

Date: 1982
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