The only assumption is iid here (not a weak one I agree). No normal
所有跟贴·加跟贴·新语丝读书论坛
送交者: mangolasi 于 2007-09-27, 17:21:59:
回答: 首先这是理论现实中没有真正的正态分布 由 HunHunSheng 于 2007-09-27, 16:59:26:
distribution needed. Not even symmetric distribution. Not even the std. What we need to know is the right tail behavior of iid and we are interested only in how to map the right tail (from one genius level on) of the individual distribution to the right tail of the distribution of max(x1...xn).
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