# Tagged Questions

Extreme values are the largest or the smallest observations in a sample; e.g., the sample minimum (the first order statistic) and the sample maximum (the n-th order statistic). Associated with extreme values are asymptotic *extreme value distributions.*

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### Expected value of latent utility in logistic regression

I'm looking for an analytical expression for the expected value of the latent utility in a logistic regression. Setup: There are two choices indexed by $i \in \{0, 1\}$ with associated utilities ...
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### Extreme value theory for count data

I am aware of extreme value theory for continuous distributions. I need to fit an extreme value distribution to the maximum observation of number of events on a day, per month. This seems to be the ...
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### Taleb and the Black Swan

Taleb's book "The Black Swan" was a New York Times best seller when it came out several years ago. The book is now in its second edition. After meeting with statisticians at a JSM (an annual ...
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### Distribution of Extreme Spread for n, sigma

Simple form provided by WHuber: What is the distribution of the diameter of n points in the plane drawn iid from a bivariate Normal distribution? (Diameter is the greatest distance among any pair of ...
I am interested in a multi-task regression problem: I have a parametrized function $f_x : \mathcal{R}^n -> \mathcal{R}$ where $x \in \mathcal{R}$ is a real-valued parameter. For some values of $x$, ...