Timeline for Comparison of the tails of two sample distributions
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| S Sep 12 at 4:28 | history | suggested | cottontail | CC BY-SA 4.0 |
improved phrasing, wrapped math in mathjax
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| Sep 11 at 20:44 | review | Suggested edits | |||
| S Sep 12 at 4:28 | |||||
| Sep 29, 2015 at 23:55 | comment | added | whuber♦ | @Vincent A tail may have practically any distribution. Extreme value theory says little about the tails: it focuses on the distribution of the maxima (or minima) of iid samples, which is quite a different thing. | |
| Sep 29, 2015 at 19:17 | review | Late answers | |||
| Sep 29, 2015 at 23:55 | |||||
| Jan 31, 2012 at 10:05 | comment | added | Vincent Zoonekynd | Extreme value theory studies such truncated distributions: asymptotically, the distribution of the tails usually belongs to the generalized Pareto family. One could also try to fit the data to this family of distributions and compare the parameters. | |
| Jan 31, 2012 at 7:10 | history | answered | Lin-An Chen | CC BY-SA 3.0 |