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More general results on mixed extreme value distributions

More general results on mixed extreme value distributions
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摘要 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. 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,Zn,n is discussed. A new type of not max-stable extreme value distributions which are Frechet mixture, Gumbel mixture and 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.
作者 蒋岳祥
出处 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第7期769-774,共6页 浙江大学学报(英文版)A辑(应用物理与工程)
基金 Project partially supported by the National Natural Science Foundation of Switzerland
关键词 Extreme value distribution Maximum domain of attraction (MDA) Mixed distribution functions 极值分布 最大值 MDA 混合分布函数 随机值
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