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1 results

  • Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution

  • Part of
  • Xin Liao, Zuoxiang Peng, Saralees Nadarajah
  • Journal:
    Journal of Applied Probability / Volume 50 / Issue 3 / September 2013
    Published online by Cambridge University Press:
    30 January 2018, pp. 900-907
    Print publication:
    September 2013
    • Article
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  • We discuss tail behaviors, subexponentiality, and the extreme value distribution of logarithmic skew-normal random variables. With optimal normalized constants, the asymptotic expansion of the distribution of the normalized maximum of logarithmic skew-normal random variables is derived. We show that the convergence rate of the distribution of the normalized maximum to the Gumbel extreme value distribution is proportional to 1/(log n)1/2.