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Journal of Zhejiang University SCIENCE A
ISSN 1673-565X(Print), 1862-1775(Online), Monthly
2005 Vol.6 No.7 P.769-774
More general results on mixed extreme value distributions
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.
Key words: Extreme value distribution, Maximum domain of attraction (MDA), Mixed distribution functions
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alex@ocean university of china<caoxuefengsd@163.com>
2013-10-24 16:16:55
I need read this artical. Thank you!
DOI:
10.1631/jzus.2005.A0769
CLC number:
O211.4
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