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arxiv: 1805.03316 · v2 · pith:Q3BAF2WOnew · submitted 2018-05-08 · 📊 stat.ME

Extremal properties of the univariate extended skew-normal distribution

classification 📊 stat.ME
keywords distributionextendedskew-normalextremalmillspropertiesunivariateasymptotic
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We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic extreme-value distribution for the maximum of samples drawn from this distribution.

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