Rates of convergence of extremes for mixed exponential distributions

Peng Zuoxiang, Zhichao Weng and Saralees Nadarajah

Mathematics and Computers in Simulation (MATCOM), 2010, vol. 81, issue 1, 92-99

Abstract: The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.

Keywords: Exponential distribution; Extreme value distribution; Finite mixture; Rate of convergence (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:81:y:2010:i:1:p:92-99

DOI: 10.1016/j.matcom.2010.07.003

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