A Property for Bivariate Extreme Value Distribution

The dependence structure of bivariate extreme value distribution is considered. A transform of variables is proposed, such that transformed variates are independent basically. Also we obtain the stochastic representation for bivariate extremes. From these it is easy to generate pseudo random vector of bivariate extreme distributed in computer and to calculate numerical characteristic of a class of usual statistics. These are basics to study asymptotic distribution of some statistics.