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dbr:Generalized_extreme_value_distribution
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dbr:Pickands–Balkema–De_Haan_theorem
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Pickands–Balkema–De Haan theorem Teorema de Pickands-Balkema-de Haan
rdfs:comment
The Pickands–Balkema–De Haan theorem gives the asymptotic tail distribution of a random variable, when its true distribution is unknown. It is often called the second theorem in extreme value theory. Unlike the first theorem (the Fisher–Tippett–Gnedenko theorem), which concerns the maximum of a sample, the Pickands–Balkema–De Haan theorem describes the values above a threshold. El teorema de Pickands-Balkema-de Haan, frecuentemente denominado segundo teorema de la teoría de valores extremos, proporciona la distribución asintótica para las colas de una variable aleatoria X, cuando la verdadera distribución FX de X no e conoce. A diferencia del primer teorema de la teoría de valores extremos (el teorema de Fisher-Tippett-Gnedenko), el interés reside aquí en los valores por encima de un umbral fijado.
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El teorema de Pickands-Balkema-de Haan, frecuentemente denominado segundo teorema de la teoría de valores extremos, proporciona la distribución asintótica para las colas de una variable aleatoria X, cuando la verdadera distribución FX de X no e conoce. A diferencia del primer teorema de la teoría de valores extremos (el teorema de Fisher-Tippett-Gnedenko), el interés reside aquí en los valores por encima de un umbral fijado. The Pickands–Balkema–De Haan theorem gives the asymptotic tail distribution of a random variable, when its true distribution is unknown. It is often called the second theorem in extreme value theory. Unlike the first theorem (the Fisher–Tippett–Gnedenko theorem), which concerns the maximum of a sample, the Pickands–Balkema–De Haan theorem describes the values above a threshold.
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