A General Version of the Short-Tailed Symmetric Distribution

Fuming Lin, Yingying Jiang · Communication in Statistics- Theory and Methods · 2012

Motivated by Tiku and Vaughan, we consider a type of distribution which is a generalization of the short-tailed symmetric distribution. In particular, we consider the asymptotic behavior of Mills’ ratios for the distribution family. Meanwhile, we obtain the asymptotic distribution of the partial maximum of an independent and identically distributed sequence from the distribution.

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