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.
作者
彭茜
周玮
彭作祥
PENG Xi;ZHOU Wei;PENG Zuo-xiang(School of Mathematics and Statistics,Southwest University,Chongqing 400715,China)
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
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)
关键词
幂赋范极值分布
条件矩
吸引场
limit distribution under power normalization
conditional moment
domain of attraction
