Univarite Maximum Self –Decomposable Distributions

Authors : William F. EDDY

Pages : 0-0

Doi:10.1501/Commua1_0000000537

View : 11 | Download : 8

Publication Date : 1987-01-01

Article Type : Research Paper

Abstract :A random variable X is said to be self-decomposable insert ignore into journalissuearticles values(benceforth, SD); if it satisfies tbe fol- lowing eguivalence relation in distribution X = insert ignore into journalissuearticles values(a*X`); o insert ignore into journalissuearticles values(Xa); for alı positive a in some öpen interval. The operation * is either multiplication or addition and tbe distribution of the co-random variable Xa depends on tbe constant In this paper we study SD random variables where the operation o defined to be maximunî. Some properties of such random variables are given and a representation theorem is stated for discrete and continuous random variables for the univariate case.
Keywords : self decomposable, max stable distributions, extreme vaiues