Discretization of distributions in the maximum domain of attraction

被引:0
|
作者
Takaaki Shimura
机构
[1] The Institute of Statistical Mathematics,
来源
Extremes | 2012年 / 15卷
关键词
Extreme value distribution; Maximum domain of attraction; Gumbel distribution; Discrete distribution; 60G70; 62G32; 60E05;
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学科分类号
摘要
In this paper we discuss the discretization of distributions belonging to some max-domain of attraction. Given a random variable X its discretization is defined as the minimal integer not less than X. Our first interest is on distributions that preserve the max-domain property after discretization. Secondly, we characterize the distributions which are regarded as the discretization of the distribution in the Gumbel max-domain of attraction. Lastly the correspondence of distribution in Gumbel max-domain of attraction is investigated.
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页码:299 / 317
页数:18
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