Limit distributions for the bivariate geometric maxima
Article
First Online:
Received:
Revised:
Accepted:
- 63 Downloads
- 6 Citations
Abstract
Limit laws are established for the behavior of (max X i , max Y i ) when (X i , Y i ) are independent and distributed according to a bivariate geometric distribution.
Keywords
Maxima Bivariate geometric distribution Limit theoremsAMS 2000 Subject Classification
Primary—60F99 60G70 Secondary—62E20Preview
Unable to display preview. Download preview PDF.
References
- Anderson, C.W., Coles, S.G., Hüsler, J.: Maxima of Poisson-like variables and related triangular arrays. Ann. Appl. Probab. 7, 953–971, (1997)MATHCrossRefMathSciNetGoogle Scholar
- Coles, S.G., Pauli, F.: Extremal limit laws for a class of bivariate Poisson vectors. Stat. Probab. Lett. 54, 373–379, (2001)MATHCrossRefMathSciNetGoogle Scholar
- Galambos, J.: The Asymptotic Theory of Extreme Order Statistics. Robert E. Krieger Publishing Company, Florida, 1987MATHGoogle Scholar
- Marshall, A.W., Olkin, I.: A family of bivariate distributions generated by the Bernoulli distribution. J. Am. Stat. Assoc. 80, 332–338, (1985)MATHCrossRefMathSciNetGoogle Scholar
- Nadarajah, S., Mitov, K.V.: Asymptotics of maxima of discrete random variables. Extremes 5, 287–294, (2002)CrossRefMathSciNetGoogle Scholar
Copyright information
© Springer Science + Business Media, LLC 2006