Extremal properties of the univariate extended skew-normal distribution, Part A

Publication date: Available online 5 December 2018Source: Statistics & Probability LettersAuthor(s): B. Beranger, S.A. Padoan, Y. Xu, S.A. SissonAbstractWe 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.

Source: Statistics and Probability Letters - December 6, 2018 Category: Statistics Source Type: research