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Rates of convergence in certain limit theorem for extreme values
Authors:Pavle Mladenovi?  Jovan Vukmirovi?
Affiliation:University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11000 Belgrade, Republic of Serbia
Abstract:Let View the MathML source be independent random variables with the common negative binomial distribution with parameters r>0 and 1/n, where r is not necessarily an integer. We determine the limiting distribution of the random variable View the MathML source as n→∞, corresponding normalizing constants and the rate of convergence. For an integer r the connection with certain waiting time problems is indicated.
Keywords:Negative binomial distribution   Extreme values   Rates of convergence   Gamma function
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