送交者: HunHunSheng 于 2007-09-27, 14:52:59:

回答: normal distribution has max? better to argue it with chebychev 由 mangolasi 于 2007-09-27, 14:47:06:

• wait..the distribution of max(x1,...xn) and max(y1,...ym) also - mangolasi (490 bytes) 2007-09-27, 15:23:29 (173344)
  • 首先这是理论现实中没有真正的正态分布 - HunHunSheng (83 bytes) 2007-09-27, 16:59:26 (173394)
    • The problem is, starting from longer right tail for the european+ - mangolasi (308 bytes) 2007-09-27, 17:27:10 (173407)
    • The only assumption is iid here (not a weak one I agree). No normal - mangolasi (297 bytes) 2007-09-27, 17:21:59 (173406)
  • 你们这上下在讨论啥呢，一会cdf,一会pdf的 - xj (10 bytes) 2007-09-27, 16:06:49 (173369)
    • How to convert an cdf file to pdf file? I guess (无内容) - blackbox (0 bytes) 2007-09-27, 16:54:44 (173390)
  • correct, so we are worse than we thought! :) (无内容) - chouqilozi (0 bytes) 2007-09-27, 15:26:47 (173350)
    • No. P(max(x_i)>z)=1-P(max(x_i)<z)=1-(G1(X<z))^n - 湘女 (53 bytes) 2007-09-27, 15:55:44 (173368)
      • He means for large, genius level z, G1(X<=z) is so large (means - mangolasi (869 bytes) 2007-09-27, 16:12:08 (173371)
        • 明白了，谢谢！ 结论是挺吓人的。 但这应是教育的结果，而不是人种的差别。 (无内容) - 湘女 (0 bytes) 2007-09-27, 16:29:38 (173378)
          • 天才! 华人教授坐校巴想老半天也没看出个四五六你一眼就明白了,佩服 (无内容) - blackbox (0 bytes) 2007-09-27, 17:00:17 (173395)
    • so you mean for some large, genius level z, G1(X<=z) is so large - mangolasi (125 bytes) 2007-09-27, 15:43:24 (173358)
• yup...you can get the distribution of this...use permutaion... (无内容) - mangolasi (0 bytes) 2007-09-27, 15:00:08 (173338)
  • extremes of normal dist usually follows weibull class - xj (42 bytes) 2007-09-27, 15:25:34 (173348)
  • pdf should be nF^(n-1)(x)f(x) - HunHunSheng (31 bytes) 2007-09-27, 15:20:09 (173342)
    • why care about pdf? Better to use cdf if you want to check the - mangolasi (31 bytes) 2007-09-27, 15:24:57 (173347)
      • never heard of extreme value theory? - xj (44 bytes) 2007-09-27, 15:26:36 (173349)

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