Tail Behavior of Logarithmic Gamma Distribution

DU Ling-ling,CHEN Shou-quan

doi:10.13718/j.cnki.xdzk.2016.01.013

Journal of Southwest University Natural Science Edition

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2016 Volume 38 Issue 1

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DU Ling-ling,CHEN Shou-quan. Tail Behavior of Logarithmic Gamma Distribution[J]. Journal of Southwest University Natural Science Edition, 2016, 38(1). doi: 10.13718/j.cnki.xdzk.2016.01.013

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DU Ling-ling,CHEN Shou-quan. Tail Behavior of Logarithmic Gamma Distribution[J]. Journal of Southwest University Natural Science Edition, 2016, 38(1). doi: 10.13718/j.cnki.xdzk.2016.01.013

Tail Behavior of Logarithmic Gamma Distribution

DU Ling-ling,CHEN Shou-quan

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Abstract

In this paper ,the Mills inequality and Mills ratio of logarithmic gamma distribution (LGD) are derived ,from which we obtain its tail representation ,the asymptotic distribution of maximum of inde‐pendent random variables with the given distribution and the normalizing constants ,and we also establish the pointwise convergence rate of maximum of LGD .
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通讯作者: 陈斌, bchen63@163.com

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沈阳化工大学材料科学与工程学院沈阳 110142

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