Restricted domains of attraction of \(\exp (-e^{-x})\) (Q1092501)

X\({}_ 1,X_ 2,...,X_ n\) are independent random variables with common distribution function F(x). Define w as \(\sup \{x:F(x)<1\}\). It is assumed that there is a left neighborhood \(N(A)=\{x:\) \(A<x<w\}\) of w on which \(f(x)=F'(x)\) exists. Define \(G(x)=1-F(x)\), \(R(x)=(1/G(x))\int^{w}_{x}G(u)du\), and \(r(x)=f(x)/G(x)\). Define \(Z_ n=\max (X_ 1,X_ 2,...,X_ n)\). Define \(H(z)=\exp (-e^{-z})\). F(x) is said to be in the domain of attraction of H(z) if there are constants \(a_ n\) and \(b_ n>0\) such that as \(n\to \infty\), lim \(F^ n(a_ n+b_ nz)=H(z)\). The following three theorems are proved: Theorem 1. If there is a number \(A<w\) such that, on N(A), f(x) exists and r(x) is monotonic, then the limit relation lim R(x)r(x)\(=1\) (x\(\nearrow w)\) is both necessary and sufficient for F(x) to be in the domain of attraction of H(z). Theorem 2. If f(x) exists on N(A) with some \(A<w\), and if R(x) is nonincreasing on N(A), then the conclusion of Theorem 1 holds. Theorem 3. If there is an \(A^*<w\) such that, on \(N(A^*)\), both f(x) and f'(x) exist, \(f'(x)<0\) and r(x) is nondecreasing, then the limit relation \(\lim [1/r(x)]'=0\) (x\(\nearrow w)\) is both necessary and sufficient for F(x) to be in the domain of attraction of H(z).