Extremal properties of the univariate extended skew-normal distribution
Methodology
2018-10-01 v2
Abstract
We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic extreme-value distribution for the maximum of samples drawn from this distribution.
Keywords
Cite
@article{arxiv.1805.03316,
title = {Extremal properties of the univariate extended skew-normal distribution},
author = {Boris Beranger and Simone A. Padoan and Yangfan Xu and Scott A. Sisson},
journal= {arXiv preprint arXiv:1805.03316},
year = {2018}
}