有限混合非对称Laplace分布的渐近分布

The asymptotic distribution of finite mixture asymmetric Laplace distribution

设{Z_n,n≥1)是独立同分布的随机变量序列并且共同的分布函数是混合非对称Laplace分布.M_n=max{Z_1,Z_2,…,Z_n}表示{X_n,n≥1)的部分最大值.W_n=min{Z_1,Z_2,…,Z_n}表示部分最小值.作者主要研究同服从混合非对称Laplace分布的独立随机变量序列最大值和最小值的分布的渐近分布以及相应的赋范常数.

Let {Zn,n≥1} be an independent and identically distributed random sequence with common distribution Fobeying mixture asymmetric Laplace distribution. M. = max {Z1,Z2,…,Zn}denotes partial maximum. {X,n≥1} denotes partial minimum. In this pa- per, the asymptotic distribution of distribution of the maximum and minimum of independent identically distributed random variable se- quence with mixture asymmetric Laplace distribution and associated normalizing constants are studied.