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Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution

✍ Scribed by Rinya Takahashi


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
213 KB
Volume
5
Category
Article
ISSN
0167-7152

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✍ Dr. M. Ahsanullah πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 127 KB πŸ‘ 2 views

Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed