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Received: 2004-05-08
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More general results on mixed extreme value distributions
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Jiang Yue-xiang. More general results on mixed extreme value distributions[J]. Journal of Zhejiang University Science A, 2005, 6(7): 769-774.
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doi="10.1631/jzus.2005.A0769"
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Abstract: The sequences {Zi,n, 1≤i≤n}, n≥1 are multi-nomial distribution among i.i.d. random variables {X1,i, i≥1}, {X2,i, i≥1}, …, {Xm,i, i≥1}. The extreme value distribution GZ(x) of this particular triangular array of i.i.d. random variables Z1,n, Z2,n, …, Zn,n is discussed. A new type of not max-stable extreme value distributions which are Fréchet mixture, Gumbel mixture and Weibull mixture has been found if Fj,…,Fm belong to the same MDA. Whether mixtures of different types of extreme value distributions exist or not and the more general case are discussed in this paper. We found that GZ(x) does not exist as mixture forms of the different types of extreme value distributions after we investigated all cases.
[1] Jiang, Y.X., 2002. Mixed Extreme Value Distributions. Ph.D Thesis, Berne University, Switzerland.
[2] Jiang, Y.X., 2004a. Extreme value distributions of mixing two sequences with the same MDA. Journal of Zhejiang University SCIENCE, 5(3):335-334.
[3] Jiang, Y.X., 2004b. Extreme value distributions of mixing two sequences with the different MDA’s. Journal of Zhejiang University SCIENCE, 5(5):509-517.
[4] Jiang, Y.X., 2005. A class of not max-stable extreme value distributions. Journal of Zhejiang University SCIENCE, 6A(4):315-321.
[5] Resnick, S.I., 1987. Extreme Values, Regular Variation, and Point Processes. Springer-Verlag.
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<1>
alex@ocean university of china<caoxuefengsd@163.com>
2013-10-24 16:16:55
I need read this artical. Thank you!