We consider the extremal properties of the highly flexible univariate extended skewnormal distribution. We derive the well-known Mills’ inequalities and Mills’ ratio for the extended skew-normal distribution and establish the asymptotic extreme-value distribution for the maximum of samples drawn from this distribution

Extremal properties of the univariate extended skew-normal distribution, Part A

Padoan, Simone
Methodology
;
2019

Abstract

We consider the extremal properties of the highly flexible univariate extended skewnormal distribution. We derive the well-known Mills’ inequalities and Mills’ ratio for the extended skew-normal distribution and establish the asymptotic extreme-value distribution for the maximum of samples drawn from this distribution
2019
2018
Beranger, Boris; Padoan, Simone; Xu, Y.; Sisson, Scott A.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11565/4014929
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