On the norming constants for normal maxima

Given n   independent standard normal random variables, it is well known that their maxima _Mn$M_n$ can be normalized such that their distribution converges to the Gumbel law. In a remarkable study, Hall proved that the Kolmogorov distance _dn$d_n$ between the normalized _Mn$M_n$ and its associated limit distribution is less than 3/log?n$3/\log ?n$. In the present study, we propose a different set of norming constants that allow this upper bound to be decreased with _dn≤C(m)/log?n$d_n\le C(m)/\log ?n$ for n≥m≥5$n\ge m\ge 5$. Furthermore, the function C(m)$C(m)$ is computed explicitly, which satisfies C(m)≤1$C(m)\le 1$ and _limm→∞?C(m)=1/3${\lim }_{m\to \infty }?C(m)=1/3$. As a consequence, some new and effective norming constants are provided using the asymptotic expansion of a Lambert W type function.