| Extreme value distributions of mixing two sequences with the same MDA |
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| 作者姓名： | 蒋岳祥 |
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| 作者单位： | College of |
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| 摘 要： | INTRODUCTIONSuppose{Xn,n1}isasequenceofinde-pendentandidenticallydistributedrandomvari-ableswithcommoncontinuousdistributionfunc-tionFX(x).DefineMn(X)=max(X1,X2,,Xn).WeconsiderthenondegeneratedlimitdistributionofPr{Mn(X)anx bn}whereanandbnaresomenormalizingconstants{}()limPr()XnnnnGxMXxab=?.Fori.i.d.randomvariablesX,FisherandTippettfoundin1928thatlimitdistributionsexistandthatthereareonlythreetypesofdistributions,theso-calledExtremeValueDistributionsandthatGX(x)iseitherofthefol…
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Extreme value distributions of mixing two sequences with the same MDA |
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| JIANG Yue-xiang.Extreme value distributions of mixing two sequences with the same MDA[J].Journal of Zhejiang University Science,2004(3). |
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| Authors: | JIANG Yue-xiang |
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| Abstract: | Suppose {Xi, i 1} and {Yi, i 1} are two independent sequences with distribution functions ()XFx and ()YFx, respectively. Zi,n is the combination of Xi and Yi with a probability np for each i with 1 in. The extreme value distribution GZ(x) of this particular triangular array of the i.i.d. random variables Z1,n, Z2,n, ,L Zn,n is discussed. We found a new form of the extreme value distributions i) 12()()AxxaaFF and ii) 12()()AxxaaYY (a1
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| Keywords: | Extreme value distribution Maximum domain of attraction (MDA) Mixed distribution functions |
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