An Entity of Type: Abstraction100002137, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

In probability theory, to obtain a nondegenerate limiting distribution of the extreme value distribution, it is necessary to "reduce" the actual greatest value by applying a linear transformation with coefficients that depend on the sample size. If are independent random variables with common probability density function then the cumulative distribution function of is If there is a limiting distribution of interest, the stability postulate states the limiting distribution is some sequence of transformed "reduced" values, such as , where may depend on n but not on x. * v * t * e

Property Value
dbo:abstract
  • In probability theory, to obtain a nondegenerate limiting distribution of the extreme value distribution, it is necessary to "reduce" the actual greatest value by applying a linear transformation with coefficients that depend on the sample size. If are independent random variables with common probability density function then the cumulative distribution function of is If there is a limiting distribution of interest, the stability postulate states the limiting distribution is some sequence of transformed "reduced" values, such as , where may depend on n but not on x. To distinguish the limiting cumulative distribution function from the "reduced" greatest value from F(x), we will denote it by G(x). It follows that G(x) must satisfy the functional equation This equation was obtained by Maurice René Fréchet and also by Ronald Fisher. Boris Vladimirovich Gnedenko has shown there are no other distributions satisfying the stability postulate other than the following: * Gumbel distribution for the minimum stability postulate * If and then where and * In other words, * Extreme value distribution for the maximum stability postulate * If and then where and * In other words, * Fréchet distribution for the maximum stability postulate * If and then where and * In other words, * v * t * e * v * t * e (en)
dbo:wikiPageID
  • 31283248 (xsd:integer)
dbo:wikiPageLength
  • 2637 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1072679060 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dcterms:subject
rdf:type
rdfs:comment
  • In probability theory, to obtain a nondegenerate limiting distribution of the extreme value distribution, it is necessary to "reduce" the actual greatest value by applying a linear transformation with coefficients that depend on the sample size. If are independent random variables with common probability density function then the cumulative distribution function of is If there is a limiting distribution of interest, the stability postulate states the limiting distribution is some sequence of transformed "reduced" values, such as , where may depend on n but not on x. * v * t * e (en)
rdfs:label
  • Stability postulate (en)
owl:sameAs
prov:wasDerivedFrom
foaf:isPrimaryTopicOf
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License