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extreme value theory

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  • stoepss
    Hi there !! The well known extreme value distributions (evd) are the Frechet, the Weibull and the Gumbel distribution. I have following questions: When I have
    Message 1 of 2 , Feb 3, 2004
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      Hi there !!

      The well known extreme value distributions (evd) are the Frechet, the
      Weibull and the Gumbel distribution.

      I have following questions:

      When I have two independent random variables that are in the domain
      of attraction of such an evd, what can I say about the sum of these
      random variables ? Is the sum also in the domain of attraction of an
      evd ? What assumptions do I need to conclude this ?

      When you have any hints on that or if you know any literature, please
      help

      Have a good day !!
    • Noel Vaillant
      Hi Stoepss, I m glad to have you back. Shame I don t understand a word of your question :-). I hope someone else does ! Noel.
      Message 2 of 2 , Feb 3, 2004
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        Hi Stoepss,

        I'm glad to have you back. Shame I don't understand a word of your
        question :-). I hope someone else does !

        Noel.
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