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, SimoneMethodology
;
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
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