幂赋范极值分布的条件矩刻画  

Conditions Based on Conditional Moments for p-Max Stable Laws Conditional Moment Characterization of Limit Distribution Under Power Normalization

作　　者：彭茜 周玮 彭作祥[1] PENG Xi;ZHOU Wei;PENG Zuo-xiang(School of Mathematics and Statistics,Southwest University,Chongqing 400715,China)

机构地区：[1]西南大学数学与统计学院,重庆400715

出　　处：《西南大学学报（自然科学版）》2019年第1期78-83,共6页Journal of Southwest University(Natural Science Edition)

基　　金：国家自然科学基金项目(11701469);重庆市基础与前沿研究计划项目(csts2016jcyjA0510)

摘　　要：{X_n}为独立同分布的离散型随机变量序列,其分布函数为F(x).得到了F(x)属于幂赋范极值分布吸引场的条件矩刻画.Let{X n}be independent and identically distributed random variables with the common distribution function F(x).Necessary and sufficient conditions for F belonging to the domains of attraction of H 1,α,H 2,α,H 3,α,H 4,α,ψ(x)andФ(x)with nondegenerate univariate marginals under power normalization are derived in terms of conditional moments.

关 键 词：幂赋范极值分布 条件矩 吸引场 

分 类 号：O211.3[理学—概率论与数理统计]