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Bivariate extreme value distributions |
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| Authors: | K Aiyappan Nair |
| Institution: | Department of Mathematics , Edinboro State College , Edinboro, Pa |
| Abstract: | Let (Xi, Yi), i = 1, 2,…, n, be n independent observations from a bivariate population and let X(n) = max Xi and Y(n) = max Yi. This article gives a necessary and sufficient condition for the weak convergence of the distribution function of (X(n), Y(n)) to a nondegenerate distribution. |
| Keywords: | Anderson’s classification statistic W conditional errors of allocation upper confidence bounds on conditional errors |