search for: chisquared_1

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2002 Mar 25
2
Extreme value distributions (Long.)
...values hung around 0.05 just about as they should. So I'm totally stumped as to what's going on. Has anyone any comments or suggestions? I enclose, at the end of this email, a page of graphs (in PostScript form) of alpha-hat versus n, for (1) The exponential(1) distribution, (2) The chisquared_1 distribution, with the simulation done by generating N(0,1) variables from rnorm() and squaring them. (3) The chisquared_1 distribution, with the simulation done by generating N(0,1) variables from ``myrnorm()'' and squaring them. (Note: myrnorm() produces Z = R*cos(2*pi*theta) wher...