Acta Scientiarum Naturalium Universitatis Pekinensis

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An Edgeworth Expansion of A Sum of Extreme Values

WANG Dongfa, CHENG Shihong   

  1. School of Mathematical Sciences, Peking University, Beijing, 100871
  • Received:1999-06-14 Online:2000-05-20 Published:2000-05-20


王东发, 程士宏   

  1. 北京大学数学学院,北京,100871

Abstract: Under the condition of second order generalized regular variation,the asymptotic expansions for the distribution of the sums of extreme values are obtained.

Key words: sum of extreme values, regular variation, asymptotic expansion

摘要: 在二阶广义正规变换条件下,分别给出了当γ<1/3, γ=1/3及1/3<γ<1/2时的极值和的分布函数渐近正态展开式。

关键词: 极值和, 二阶广义正规变化, 渐近展开

CLC Number: