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| Format: | Preprint |
| Published: |
2014
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1402.4316 |
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Table of Contents:
- Max stable laws are limit laws of linearly normalized partial maxima of independent identically distributed random variables. Saeb (2014) proves that the Renyi entropy of order b (b > 1) of linear normalized maximum of iid random variables with continuous differentiable density is convergent to the Renyi entropy of order b of the max stable laws. In this paper, we study the rate of convergence result for Renyi entropy for linearly normalized partial maxima.