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A distribution is a mathematical description of probabilities or frequencies.

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Extreme value theory? [closed]

I am studying probability and finding hard to understand the following equation. $Pr[P_i \leq \min\{P_s;s \neq i\}]=\int_0^\infty \underset{s\neq i}{\prod}[1-G_s(p)] \, dG_i(p)$ where $P_i$ are rand …