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squared_1
2002 Mar 25
2
Extreme value distributions (Long.)
...ut it started
off that way .....
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Executive summary:
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Simulations involving extreme value distributions seem to ``work''
when the underlying distribution is exponential(1) or exponential(2)
== chi-squared_2, but NOT when the underlying distribution is
chi-squared_1.
Can anyone make an educated conjecture as to why?
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More (much more!) detail:
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I have recently been doing some simulations which relate t...