Authors: Shneina, Ehfayed
Božin, Vladimir 
Title: Extreme values of an infinite mixture of normally distributed variables
Journal: Filomat
Volume: 27
Issue: 5
First page: 909
Last page: 916
Issue Date: 19-Jul-2013
Rank: M21
ISSN: 0354-5180
DOI: 10.2298/FIL1305909S
We study distribution of extreme values of a mixture of an infinite sequence of independent normally distributed variables with the same mean and an increasing sequence of standard deviations, and prove that the common distribution function belongs to the domain of attraction of Gumbel extreme value distribution. The norming constants for the maximum also are given.
Keywords: Extreme value distribution | Infinite mixed distribution | Normal distribution
Publisher: Faculty of Mathematical Sciences, University of Niš

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