Distance between exact and approximate distributions of partial maxima under power normalization
Probability
2016-01-07 v1
Abstract
We obtain the distance between the exact and approximate distributions of partial maxima of a random sample under power normalization. It is observed that the Hellinger distance and variational distance between the exact and approximate distributions of partial maxima under power normalization is the same as the corresponding distances under linear normalization.
Cite
@article{arxiv.1601.01143,
title = {Distance between exact and approximate distributions of partial maxima under power normalization},
author = {Attahalli Shivanarayanaprasad Praveena and Sreenivasan Ravi},
journal= {arXiv preprint arXiv:1601.01143},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.15559/15-VMSTA42 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)