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Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution

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  • Takahashi, Rinya

Abstract

Simple sufficient conditions that a distribution function belongs to the domain of attraction of the Gumbel distribution and a method to determine the normalizing constants are shown. The results are applied to some specific distribution functions.

Suggested Citation

  • Takahashi, Rinya, 1987. "Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 197-200, April.
    • Handle: RePEc:eee:stapro:v:5:y:1987:i:3:p:197-200
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    Citations

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    Cited by:

    1. Viktor Beneš & Karel Bodlák & Daniel Hlubinka, 2003. "Stereology of Extremes; Bivariate Models and Computation," Methodology and Computing in Applied Probability, Springer, vol. 5(3), pages 289-308, September.
    2. Rinya Takahashi & Masaaki Sibuya, 1996. "The maximum size of the planar sections of random spheres and its application to metallurgy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(1), pages 127-144, March.
    3. Jan Obloj & Johannes Wiesel, 2018. "Robust estimation of superhedging prices," Papers 1807.04211, arXiv.org, revised Apr 2020.

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