Application of extreme value theory to the bec family of distributions |
| |
Authors: | John E. Angus |
| |
Affiliation: | Hughes Aircraft Company , P.O. Box 3310 618/W308, Fullerton, CA, 92634 |
| |
Abstract: | Arnold and Strauss (1988) derived a family of bivariate life distributions having the property that the conditional distributions are exponential. Asymptotic distributions for the marginal and bivariate extremes for this family of distributions are derived employing the asymptotic theory of extreme order statistics. |
| |
Keywords: | Order statistics limit distributions domains of attraction |
|
|