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| More general results on mixed extreme value distributions* |
| Jiang Yue-xiang |
| School of Economics, Zhejiang University, Hangzhou 310027, China |
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Abstract The sequences {Zi,n, 1£i£n}, n³1 are multi-nomial distribution among i.i.d. random variables {X1,i, i³1}, {X2,i, i³1}, ?-, {Xm,i, i³1}. 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 Fr¨|chet 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.
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Received: 08 May 2004
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