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Rates of convergence of extremes for mixed exponential distributions. (English) Zbl 1201.62028

Summary: The limiting distributions of the extremes of mixed exponential distributions and the associated rates of convergence are derived. The practical values of the results are illustrated by a numerical study.

MSC:

62E20 Asymptotic distribution theory in statistics
62G32 Statistics of extreme values; tail inference
60F15 Strong limit theorems
60F05 Central limit and other weak theorems
65C60 Computational problems in statistics (MSC2010)
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