Some Analytical Properties of Bivariate Extremal Distributions
作者:
E.J. Gumbel,
C.K. Mustafi,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 318
页码: 569-588
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10482930
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article considers two examples of bivariate extremal distributions when the margins follow the first asymptotic distribution of the largest values. The variables are assumed to be reduced and each distribution contains only one parameter indicating the association between the extremes. The probability and the density functions of these distributions at the characteristic value, median, and mode have been analyzed. A procedure has been developed to estimate the single parameter of the distributions. A criterion for distinguishing between the two bivariate extremal distributions has been worked out. Finally, the various theories developed are applied to a numerical example.
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