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Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering)  2005, Vol. 6 Issue ( 4): 11-    DOI: 10.1631/jzus.2005.A0315
    
A class of not max-stable extreme value distributions
JIANG Yue-xiang
School of Economics, Zhejiang University, Hangzhou 310027, China
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Abstract  The sequences {Zi,n, 1?üi?ün}, n?Y1 have multi-nomial distribution among i.i.d. random variables {X1,i, i?Y1}, {X2,i, i?Y1}, ?-, {Xm,i, i?Y1}. 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 in this paper. We found a new type of not max-stable extreme value distributions, i) ; ii) ; iii) , r?Y2, 0<|á1?ü|á2?ü?-?ü|ár and |?i?ê(0,1] for i, 1?üi?ür-1 which occur if Fj, ?-, Fm belong to the same MDA.

Key wordsExtreme value distribution      Maximum domain of attraction (MDA)      Mixed distribution functions Economics     
Received: 19 July 2004     
CLC:  O211.4  
Cite this article:

JIANG Yue-xiang. A class of not max-stable extreme value distributions. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2005, 6( 4): 11-.

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http://www.zjujournals.com/xueshu/zjus-a/10.1631/jzus.2005.A0315     OR     http://www.zjujournals.com/xueshu/zjus-a/Y2005/V6/I 4/11

[1] Jiang Yue-xiang. More general results on mixed extreme value distributions*[J]. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2005, 6( 7): 27-.
[2] JIANG Yue-xiang. Extreme value distributions of mixing two sequences with different MDA\'s[J]. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2004, 5(5): 509-517.
[3] JIANG Yue-xiang. Extreme value distributions of mixing two sequences with the same MDA[J]. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2004, 5(3): 335-342.