问题如下:
According to the Fisher-Tippett theorem, as the sample size n gets large, the distribution of extremes converges to:
选项:
A.a normal distribution.
B.a uniform distribution.
C.a generalized Pareto distribution.
D.a generalized extreme value distribution.
解释:
D is correct. The Fisher-Tippett theorem says that as the sample size n gets large, the distribution of extremes, denoted Mn , converges to a generalized extreme value (GEV) distribution.
这题说N越大的时候,其实不是本来就是讨论的GEV的情况么(讲义中GEV部分),本来就是GEV分布,N越大了,越“转换成GEV分布”是什么意思??-。-....