Fisher-Tippett-Gnedenko theorem
专有名词
英文释义
专有名词
- A general result in extreme value theory regarding asymptotic distribution of extreme order statistics. The maximum of a sample of iid random variables after proper renormalization can only converge in distribution to one of three possible distribution families: the Gumbel distribution, the Fréchet distribution, or the Weibull distribution.
0 次浏览
数据来源: Wiktionary