OurBigBook About$ Donate
 Sign in Sign up

Logarithmic-tail Fréchet normalization (an​logan​=n)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Extreme value theory Maximum domain of attraction
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a distribution function with tail 1−F(x)=1/(xlogx), let an​>1 solve an​logan​=n. Then n(1−F(an​x))→1/x for x>0, so the normalized sample maximum tends to the shape-one Fréchet distribution. The inequalities n/logn<an​<n/(logn−loglogn) for large n show an​∼n/logn, allowing that simpler scale too.

 Ancestors (7)

  1. Maximum domain of attraction
  2. Extreme value theory
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 42 / 3 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook