CLC number: O211.4
On-line Access: 2024-08-27
Received: 2023-10-17
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JIANG Yue-xiang. Extreme value distributions of mixing two sequences with the same MDA[J]. Journal of Zhejiang University Science A, 2004, 5(3): 335-342.
@article{title="Extreme value distributions of mixing two sequences with the same MDA",
author="JIANG Yue-xiang",
journal="Journal of Zhejiang University Science A",
volume="5",
number="3",
pages="335-342",
year="2004",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.2004.0335"
}
%0 Journal Article
%T Extreme value distributions of mixing two sequences with the same MDA
%A JIANG Yue-xiang
%J Journal of Zhejiang University SCIENCE A
%V 5
%N 3
%P 335-342
%@ 1869-1951
%D 2004
%I Zhejiang University Press & Springer
%DOI 10.1631/jzus.2004.0335
TY - JOUR
T1 - Extreme value distributions of mixing two sequences with the same MDA
A1 - JIANG Yue-xiang
J0 - Journal of Zhejiang University Science A
VL - 5
IS - 3
SP - 335
EP - 342
%@ 1869-1951
Y1 - 2004
PB - Zhejiang University Press & Springer
ER -
DOI - 10.1631/jzus.2004.0335
Abstract: Suppose {Xi, i≥1} and {Yi, i≥1} are two independent sequences with distribution functions FX(x) and FY(x), respectively. Zi,n is the combination of Xi and Yi with a probability pn for each i with 1≤i≤n. The extreme value distribution GZ(x) of this particular triangular array of the i.i.d. random variables Z1,n,Z2,n,...,Zn,n is discussed. We found a new form of the extreme value distributions i) Φα1A(x)Φα2(x) and ii) Ψα1A(x)Ψα2(x)(α1<α2), which are not max-stable. It occurs if FX and FX belong to the same MDA(Φ) or MDA(Ψ).
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