On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution

J. Vasantha Kumari, R. Vasudeva and S. Ravi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 17, 8737-8747

Abstract: In this article, we show that linearly normalized partial maxima of random observations from a three-parameter lognormal distribution converges weakly to a Gumbel distribution and establish a strong convergence theorem. We also discuss the asymptotic behavior of the number of near-maxima and sum of near-maxima random variables.

Date: 2017
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DOI: 10.1080/03610926.2016.1189572

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