Extreme values of an infinite mixture of normally distributed variables | Zendy

Ehfayed Shneina | Zendy; Vladimir Božin | Zendy

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Extreme values of an infinite mixture of normally distributed variables

Author(s) -

Ehfayed Shneina,

Vladimir Božin

Publication year - 2013

Publication title -

filomat

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.449

H-Index - 34

eISSN - 2406-0933

pISSN - 0354-5180

DOI - 10.2298/fil1305909s

Subject(s) - gumbel distribution , mathematics , extreme value theory , generalized extreme value distribution , sequence (biology) , distribution (mathematics) , domain (mathematical analysis) , statistics , combinatorics , mathematical analysis , genetics , biology

We study distribution of extreme values of a mixture of an infinite sequence of independent normally distributed variables with the same mean and an increasing sequence of standard deviations, and prove that the common distribution function belongs to the domain of attraction of Gumbel extreme value distribution. The norming constants for the maximum also are given.

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