Extreme value distributions of mixing two sequences with different MDA＇s

• 作 者: 蒋岳祥
• 机 构: CollegeofEconomics
• 出 处: 浙江大学学报：自然科学英文版
• 发表日期: 2004年5期
• 关键词: 极值分配 序列混合 MDA 混合分配方程 随机变量 最小化引力范围 Extreme value distribution Maximum domain of a

Suppose {Xi, i≥l } and {Yi, i≥l } are two independent sequences with distribution functions Fx(x) and Fr(x), respectively. Zi,n is the combination of Xi and Y1 with a probability pn for each i with 1≤i≤<_n. The extreme value distribution Gz(x) of this