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二元样本最大值的渐近分布AI 解读

This article investigates the joint distribution, as n→ ∞, of the maxima in a sample of n independent observations of a bivariate random variable (X,Y). A method is presented for deriving the asymptotic distribution of the maxima provided that (1) X and Y possess asymptotic extreme-value distributions and (2) the probability element dF(x,y) has a canonical series expansion. Applied to the bivariate normal distribution, this method confirms the known fact that correlated…

二元样本最大值的渐近分布AI 解读

This article investigates the joint distribution, as n→ ∞, of the maxima in a sample of n independent observations of a bivariate random variable (X,Y). A method is presented for deriving the asymptotic distribution of the maxima provided that (1) X and Y possess asymptotic extreme-value distributions and (2) the probability element dF(x,y) has a canonical series expansion. Applied to the bivariate normal distribution, this method confirms the known fact that correlated…