摘要
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<a2), which are not max-stable. It occurs if FX and FY belong to the same MDA(? or MDA(?.
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<a2), which are not max-stable. It occurs if FX and FY belong to the same MDA(? or MDA(?.
