Maximum Domain of Attraction of the Conditional Exponential-Weibull Distribution

Abstract

In this paper, the maximum domain of attraction of the three-parameter conditional Exponential-Weibull distribution is studied. The conditional Exponential-Weibul distribution is confirmed and proven to belong to the maximum domain of attraction of the Gumbel distribution, and the expressions of the corresponding normalizing constants are derived. Numerical simulations are conducted to investigate the performance of the proposed normalizing constants.