Abstract
The sequences {Zi,n, 1≤i≤n},n≥1 are multi-nornial distribution among i.i.d. random variables {X,i,i≥1}, {X2,i,,i≥1},…, {X m,i ≥1}. The extreme value distributionG x (x) of this particular triangular array of i.i.d. random variablesZ1,n,Z2,n,…,Z n,n is discussed. A new type of not max-stable extreme value distributions which are Fréchet mixture, Gumbel mixture and Weibull mixture has been found ifF j ,…,F m belong to the same MDA. Whether mixtures of different types of extreme value distributions exist or not and the more general case are discussed in this paper. We found thatG Z (x) does not exist as mixture forms of the different types of extreme value distributions, after we investigated all cases.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Jiang, Y.X., 2002. Mixed Extreme Value Distributions., Ph.D Thesis, Berne University, Switzerland.
Jiang, Y.X., 2004a. Extreme value distributions, of mixing two sequences with the same MDA.Journal of Zhejiang University SCIENCE,5(3):335–334.
Jiang, Y.X., 2004b. Extreme value distributions of mixing two sequences with the different MDA’s.Journal of Zhejiang University SCIENCE,5(5):509–517.
Jiang, Y.X., 2005. A class of not max-stable extreme value distributions.Journal of Zhejiang University SCIENCE,6A(4):315–321.
Resnick, S.I., 1987. Extreme Values, Regular Variation, and Point Processes. Springer-Verlag.
Author information
Authors and Affiliations
Corresponding author
Additional information
Project partially supported by the National Natural Science Foundation of Switzerland
Rights and permissions
About this article
Cite this article
Yue-xiang, J. More general results on mixed extreme value distributions. J Zheijang Univ Sci A 6, 769–774 (2005). https://doi.org/10.1631/jzus.2005.A0769
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1631/jzus.2005.A0769