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Journal of Zhejiang University SCIENCE A

ISSN 1673-565X(Print), 1862-1775(Online), Monthly

A class of not max-stable extreme value distributions

Abstract: The sequences {Zi,n, 1≤in}, n≥1 have 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 in this paper. We found a new type of not max-stable extreme value distributions, i) ; ii) ; iii) , r≥2, 0<α1α2≤…≤αr and λi∈(0,1] for i, 1≤ir-1 which occur if Fj, …, Fm belong to the same MDA.

Key words: Extreme value distribution, Maximum domain of attraction (MDA), Mixed distribution functions


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DOI:

10.1631/jzus.2005.A0315

CLC number:

O211.4

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Received:

2004-07-19

Revision Accepted:

2004-08-13

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