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CLC number: O211.4
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Received: 2003-03-18
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Extreme value distributions of mixing two sequences with different MDA's
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JIANG Yue-xiang. Extreme value distributions of mixing two sequences with different MDA's[J]. Journal of Zhejiang University Science A, 2004, 5(5): 509-517.
@article{title="Extreme value distributions of mixing two sequences with different MDA's",
author="JIANG Yue-xiang",
journal="Journal of Zhejiang University Science A",
volume="5",
number="5",
pages="509-517",
year="2004",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.2004.0509"
}
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T1 - Extreme value distributions of mixing two sequences with different MDA's
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J0 - Journal of Zhejiang University Science A
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PB - Zhejiang University Press & Springer
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DOI - 10.1631/jzus.2004.0509
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 ofXi 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 distribution ΛA(ρx)Λ(x) (0<ρ<1), which is not max-stable. It occurs if FX(x) and FY(x) belong to the same MDA(Λ). GZ(x) does not exist as mixture forms of the different types of extreme value distributions.
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[4] Jiang, Y.X., 2004. Extreme value distributions of mixing two sequences with the same MDA.Journal of Zhejiang University SCIENCE,5(3):335-342.
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