A very short note for the Gumbel distribution.
Xi i.i.d and have distribution of Exp(1), then max1≤i≤nXi−logn(d)→G
where G represents a Gumbel distribution.
The proof is easy. We just calculate the distribution of this random variable
P[max1≤i≤nXi−logn<y]=P[max1≤i≤nXi<y+logn]=(1−e−(logn+y))n→e−e−y
So we conclude the convergence in distribution.
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