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Show that the extremal distributions belong to their own domain of at- traction. More precisely, let X, X1, X2, ... bei.i.d. random variables, and set
Show that the extremal distributions belong to their own domain of at- traction. More precisely, let X, X1, X2, ... bei.i.d. random variables, and set Yn = max{X1, X2, ..., Xn), n21. Show that, (a) if X has a Frechet distribution, then Y'n a X; nl/a (b) if X has a Weibull distribution, then ni/"Y, 2 X; (c) if X has a Gumbel distribution, then Yn - log n = X
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