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Journal of Zhejiang University SCIENCE A
ISSN 1673-565X(Print), 1862-1775(Online), Monthly
2005 Vol.6 No.4 P.315-321
A class of not max-stable extreme value distributions
Abstract: The sequences {Zi,n, 1≤i≤n}, 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<α1≤α2≤…≤αr and λi∈(0,1] for i, 1≤i≤r-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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2024-08-27
Received:
2023-10-17
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2024-05-08
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