Abstract

In this paper, the tail properties of the beta-normal distribution and an asymptotic Mills-type ratio are studied. Meanwhile, two applications are presented. The first application obtains the asymptotic behavior of the ratio of probability density functions and the ratio of the tails of the beta-normal and Student’s t distributions. The other one considers the asymptotic distribution of the partial maximum of i.i.d. random variables with the beta-normal distribution.

中文翻译：

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Beta 正态分布的尾部行为和极值

摘要

本文研究了β-正态分布和渐近Mills型比率的尾部性质。同时，提出了两种应用。第一个应用程序获得概率密度函数比率的渐近行为以及 beta 正态分布和学生t分布的尾部比率。另一种考虑具有β-正态分布的iid随机变量的部分最大值的渐近分布。