Publishing Service

Polishing & Checking

Journal of Zhejiang University SCIENCE A

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

More general results on mixed extreme value distributions

Abstract: The sequences {Zi,n, 1≤in}, 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.

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


Share this article to: More

Go to Contents

References:

<Show All>

Open peer comments: Debate/Discuss/Question/Opinion

<1>

alex@ocean university of china<caoxuefengsd@163.com>

2013-10-24 16:16:55

I need read this artical. Thank you!

Please provide your name, email address and a comment





DOI:

10.1631/jzus.2005.A0769

CLC number:

O211.4

Download Full Text:

Click Here

Downloaded:

2694

Clicked:

5519

Cited:

1

On-line Access:

Received:

2004-05-08

Revision Accepted:

2004-09-08

Crosschecked:

Journal of Zhejiang University-SCIENCE, 38 Zheda Road, Hangzhou 310027, China
Tel: +86-571-87952276; Fax: +86-571-87952331; E-mail: jzus@zju.edu.cn
Copyright © 2000~ Journal of Zhejiang University-SCIENCE