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The Continuous and Differentiable Domains of Attraction of the Extreme Value Distributions

The Continuous and Differentiable Domains of Attraction of the Extreme Value Distributions

The domains of attraction of the univariate extreme value distributions are characterized using inverse cumulative hazard functions. The results are much simpler than those using cumulative distribution functions. We also characterize the differentiable domains of attraction. A particularly simple characterization is given for the twice differentiable domain of attraction.