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The tail behaviour of a distribution function and its connection to the growth of its entire characteristic function

✍ Scribed by Monika Dewess


Publisher
John Wiley and Sons
Year
1978
Tongue
English
Weight
578 KB
Volume
81
Category
Article
ISSN
0025-584X

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πŸ“œ SIMILAR VOLUMES


A Formula for the Tail Probability of a
✍ JΓΌrg HΓΌsler; Regina Y. Liu; Kesar Singh πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 113 KB

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