## Convergence Rate of Extreme of Skew Normal Distribution Under Power Normalization

**Authors:** Huang Jianwen, Yang Hongyan

Let
$\{X_n,~n\geq1\}$ be independent and identically distributed random
variables with each $X_n$ following skew normal distribution. Let
$M_n=\max\{X_k,~1\leq k\leq n\}$ denote the partial maximum of
$\{X_n,~n\geq1\}$. Liao et al. (2014) considered the convergence
rate of the distribution of the maxima for random variables obeying
the skew normal distribution under linear normalization. In this
paper, we
obtain the asymptotic distribution of the maximum under power
normalization and normalizing constants as well as the associated pointwise convergence rate under power
normalization.

**Comments:** 6 Pages.

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### Submission history

[v1] 2014-10-13 10:09:31

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