Abstract
In this article, the higher order asymptotic expansions of cumulative distribution function and probability density function of extremes for generalized Maxwell distribution are established under nonlinear normalization. As corollaries, the convergence rates of the distribution and density of maximum are obtained under nonlinear normalization.
Similar content being viewed by others
References
H M Barakat, M E ElAdll. Comparison between the rates of convergence of extremes under linear and under power normalization, Statist Papers, 2010, 51(1): 149–164.
S Q Chen, L L Du. Asymptotic expansions of density of normalized extremes from logarithmic general error distribution, Comm Statist Theory Methods, 2017, 46(7): 3459–3478.
S Q Chen, B Feng. Rates of convergence of extreme for STSD under power normalization, J Korean Statist Soc, 2014, 43(4): 609–619.
S Q Chen, C Wang, G Zhang. Rates of convergence of extremes for general error distribution under power normalization, Statist Probab Lett, 2012, 82(2): 385–395.
G Christoph, M Falk. A note on domains of attraction of p-max stable laws, Statist Probab Lett, 1996, 28(3): 279–284.
M A Del Nobile, S Chillo, A Mentana, A Baiano. Use of the generalized Maxwell model for describing the stress relaxation behavior of solid-like foods, J Food Eng, 2007, 78(3): 978–983.
L L Du, S Q Chen. Asymptotic properties for distributions and densities of extremes from generalized gamma distribution, J Korean Statist Soc, 2016, 45(2): 188–198.
M Guemmadi, A Ouibrahim. Pressure distribution, load capacity, and thermal effect with generalized Maxwell model in journal bearing lubrication, In: Proceedings of ICTIE 2014: 16th International Conference on Tribology and Interface Engineering, Venice, 2014, 8(11).
J W Huang, S Q Chen. Tail behavior of the generalized Maxwell distribution, Comm Statist Theory Methods, 2016, 45(14): 4230–4236.
J W Huang, S Q Chen, Y M Liu. Rates of convergence of lognormal extremes under power normalization, J Inequal Appl, 2016, 2016(1): 1–10.
J W Huang, J J Wang. On asymptotic of extremes from generalized Maxwell distribution, 2015, submitted.
P Jia, T T Li. Higher-order expansions for distributions of extremes from general error distribution, J Inequal Appl, 2014, 2014(1): 1–8.
P Jia, X Liao, Z X Peng. Asymptotic expansions of the moments of extremes from general error distribution, J Math Anal Appl, 2015, 422(2): 1131–1145.
S Kumar, N Chandra. Sequential test for the parameter of generalized Maxwell distribution, Nat J Syst Inform Technol, 2011, 4(1): 1–10.
X Liao, Z X Peng, S Nadarajah. Asymptotic expansions for moments of skew-normal extremes, Statist Probab Lett, 2013, 83(5): 1321–1329.
X Liao, Z X Peng, S Nadarajah, X Q Wang. Rates of convergence of extremes from skew-normal samples, Statist Probab Lett, 2014, 84(1): 40–47.
C Q Li, T T Li. Density expansions of extremes from general error distribution with applications, J Inequal Appl, 2015, 2015(1): 1–15.
C D Liu, B Liu. Convergence rate of extremes from maxwell sample, J Inequal Appl, 2013, 2013(1): 1–11.
N R Mohan, S Ravi. Max domains of attraction of univariate and multivariate p-max stable laws, Theory Probab Appl, 1993, 37(4): 709–721.
N R Mohan, U R Subramanya. Characterization of max domains of attraction of univariate p-max stable laws, In: Proceedings of the Symposium on Distribution Theory, Kochi, 1991, 11–24.
K A Nair. Asymptotic distribution and moments of normal extremes, Ann Probab, 1981, 9(1): 150–153.
E Pancheva. Limit theorems for extreme order statistics under nonliear normalization, Lect Notes Math, 1985, 1155(4): 284–309.
Z X Peng, Y L Shuai, S Nadarajah. On convergence of extremes under power normalization, Extremes, 2013, 16(3): 285–301.
J W Shim. Parametric lattice boltzmann method, J Comput Phys, 2017, 338: 240–251.
J W Shim, R Gatignol. How to obtain higher-order multivariate Hermite expansion of Maxwell-Boltzmann distribution by using Taylor expansion?, Z Angew Math Phys, 2013, 64(3): 473–482.
U R Subramanya. On max domains of attraction of univariate p-max stable laws, Statist Probab Lett, 1994, 19(4): 271–279.
Z Q Tan. Limit laws on extremes of nonhomogeneous Gaussian random fields, J Appl Probab, 2017, 54(3): 811–832.
V G Voda. A modified weibull hazard rate as generator of a generalized maxwell distribution, Math Rep, 2009, 2(2): 171–179.
G Yang, X Liao, Z X Peng. Distributional expansion of maximum from logarithmic general error distribution, Appl Math J Chinese Univ Ser B, 2016, 31(2): 157–164.
Acknowledgements
The authors would like to thank the Editor and the referees for careful reading and for their comments which greatly improved the paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
Supported by the Natural Science Foundation of China (61673015, 61273020), the Fundamental Research Funds for the Central Universities (XDJK2015A007,SWU1809002), the Science Computing and Intelligent Information Processing of Guangxi Higher Education Key Laboratory (GXSCIIP201702), the Science and Technology Plan Project of Guizhou Province (LH[2015]7053, LH[2015]7055), Science and Technology Foundation of Guizhou Province (Qian Ke He Ji Chu[2016]1161), Guizhou Province Natural Science Foundation in China (Qian Jiao He KY[2016]255).
Rights and permissions
About this article
Cite this article
Huang, Jw., Wang, Jj. Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization. Appl. Math. J. Chin. Univ. 33, 177–187 (2018). https://doi.org/10.1007/s11766-018-3481-4
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11766-018-3481-4