lévy metric
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2011 ◽  
Vol 99 ◽  
pp. S583
Author(s):  
F. Cutanda Henríquez ◽  
S. Vargas Castrillón

1979 ◽  
Vol 16 (02) ◽  
pp. 433-439 ◽  
Author(s):  
Peter Hall

Let Yn denote the largest of n independent N(0, 1) variables. It is shown that if the constants an and bn are chosen in an optimal way then the rate of convergence of (Yn – bn )/an to the extreme value distribution exp(–e–x ), as measured by the supremum metric or the Lévy metric, is proportional to 1/log n.


1979 ◽  
Vol 16 (2) ◽  
pp. 433-439 ◽  
Author(s):  
Peter Hall

Let Yn denote the largest of n independent N(0, 1) variables. It is shown that if the constants an and bn are chosen in an optimal way then the rate of convergence of (Yn – bn)/an to the extreme value distribution exp(–e–x), as measured by the supremum metric or the Lévy metric, is proportional to 1/log n.


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