More general results on mixed extreme value distributions

作     者：蒋岳祥 

作者机构：School of Economics Zhejiang University 

出 版 物：《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 (浙江大学学报（英文版）A辑（应用物理与工程）)

年 卷 期：2005年第6卷第7期

页      面：769-774页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Project partially supported by the National Natural Science Foundation of Switzerland 

主　　题：Extreme value distribution Maximum domain of attraction (MDA) Mixed distribution functions 

摘      要：The sequences {Zi,n, 1≤i≤n}, n≥1 are multi-nomial distribution among i.i.d, random variables {X1,i, i≥1}, {X2,i, i≥1 } {Xm,i, i≥1 }. The extreme value distribution Gz（x） of this particular triangular array of i.i,d, random variables Z1,n, Z2 n,...,Zn,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 if Fj,…… Fm 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 that Gz（x） does not exist as mixture forms of the different types of extreme value distributions after we investigated all cases.