An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis
β¦ LIBER β¦
New Measures of Spread and a Simpler Formula for the Normal Distribution
β Scribed by Heffernan, Peter M.
- Book ID
- 120225534
- Publisher
- American Statistical Association
- Year
- 1988
- Tongue
- English
- Weight
- 310 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0003-1305
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