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Rates of convergence of extremes for mixed exponential distributions

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  • Zuoxiang, Peng
  • Weng, Zhichao
  • Nadarajah, Saralees

Abstract

The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.

Suggested Citation

  • Zuoxiang, Peng & Weng, Zhichao & Nadarajah, Saralees, 2010. "Rates of convergence of extremes for mixed exponential distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 92-99.
    • Handle: RePEc:eee:matcom:v:81:y:2010:i:1:p:92-99
    DOI: 10.1016/j.matcom.2010.07.003
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    References listed on IDEAS

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    1. W. J. Hall & Jon A. Wellner, 1979. "The rate of convergence in law of the maximum of an exponential sample," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 151-154, September.
    2. H. Xie & T. J. Chaussalet & P. H. Millard, 2005. "A continuous time Markov model for the length of stay of elderly people in institutional long‐term care," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 51-61, January.
    3. Wu, Chin-Chun & Chou, Chao-Yu & Huang, Chikong, 2007. "Optimal burn-in time and warranty length under fully renewing combination free replacement and pro-rata warranty," Reliability Engineering and System Safety, Elsevier, vol. 92(7), pages 914-920.
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