Timeline for relationship between rapidly varying tails and relatively stable distributions
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 8, 2015 at 15:48 | comment | added | WeakLearner | @whuber I'm not quite sure how to do that, for example $a_n = n(1-\overline{F}(x))^n$ ?? | |
| Sep 8, 2015 at 15:34 | comment | added | whuber♦ | Why not start by proposing a formula for $a_n$ in terms of $\bar F$ and $n$? It should be as simple as possible, while having the property that $M_n$ is likely to be close to $a_n$. | |
| Sep 8, 2015 at 15:13 | comment | added | WeakLearner | @whuber (1) yes (2) I'm not quite sure what you mean? Could you suggest an alternative approach? | |
| Sep 8, 2015 at 15:01 | comment | added | whuber♦ | (1) Presumably $M_n$ is the maximum observation in an iid sample of $n$? (2) Most of the steps in the derivation are incorrect. I think the problems will become evident if you attempt to provide a justification for each line. | |
| Sep 8, 2015 at 8:28 | history | asked | WeakLearner | CC BY-SA 3.0 |