Tail Behavior of the Generalized Exponential and Maxwell Distributions

Authors: Jianwen Huang, Shouquan Chen

Motivated by Finner et al. (2008), the asymptotic behavior of the probability density function (pdf) and the cumulative distribution function (cdf) of the generalized exponential and Maxwell distributions are studied. Specially, we consider the asymptotic behavior of the ratio of the pdfs (cdfs) of the generalized exponential and Student's $t$-distributions (likewise for the Maxwell and Student's $t$-distributions) as the degrees of freedom parameter approach infinity in an appropriate way. As by products, Mills' ratios for the generalized exponential and Maxwell distributions are gained. Moreover, we illustrate some examples to indicate the application of our results in extreme value theory.

Comments: 9 Pages.

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[v1] 2014-09-15 10:24:34

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