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Extremal properties of moment for generalized gamma distribution.

Authors :
Jianwen Huang
Xinling Liu
Source :
ScienceAsia. Jun2023, Vol. 49 Issue 3, p377-385. 9p.
Publication Year :
2023

Abstract

In this paper, we consider the asymptotic behaviors of moment for normalized extreme of the generalized gamma distribution. Under optimal norming constants, we establish higher-order expansion of moment for the maximum. The expansion is used to deduce the rate of convergence of the moment for normalized partial maximum to the moment of the associating extreme value limit. Numerical simulations are given to sustain the results of our findings. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
15131874
Volume :
49
Issue :
3
Database :
Academic Search Index
Journal :
ScienceAsia
Publication Type :
Academic Journal
Accession number :
164644594
Full Text :
https://doi.org/10.2306/scienceasia1513-1874.2023.003