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Generalized Pareto distribution (GPD)

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#machine-learning #order-statistics #extreme-value-theorem #extreme-value-analysis
53
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Fraction of the largest element of a sum of $N$ i.i.d. random variates sampled from power law distribution

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#probability-distributions #levy-processes #extreme-value-analysis
109
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What is the extreme value distribution for the Kolmogorov-Smirnov D statistic?

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#statistics #extreme-value-analysis
52
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Asymptotic result of $\mathbb{E}\left[\max_{i=1,\cdots,K} |h_i|^2 \right]$?

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#statistics #probability-distributions #order-statistics #extreme-value-analysis
200
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Finding global Max/Min in multi valued function with boundaries

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#extreme-value-analysis
202
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Extreme Value Problem: Minimizing vs. Maximizing

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#optimization #extreme-value-analysis
225
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Problem with finding extreme values with TI84

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#calculator #extreme-value-analysis
94
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Show median zero and symmetry of differences of Gumbel

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#probability #probability-theory #probability-distributions #random-variables #extreme-value-analysis
107
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Inequality with extreme values

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#calculus #functional-analysis #functions #indefinite-integrals #extreme-value-analysis
151
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Proof of AM GM theorem using Lagrangian

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#calculus #multivariable-calculus #lagrange-multiplier #extreme-value-theorem #extreme-value-analysis
50
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Extreme values of function

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#real-analysis #limits #extreme-value-analysis
135
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Check that $x$ can be taken to be an extremal point of $A$

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#linear-algebra #convex-analysis #linear-programming #extreme-value-analysis
594
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Asymptotics of the minimum of Binomial random variables

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#probability #asymptotics #binomial-distribution #extreme-value-analysis
49
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$f(x)=\frac{x^4}{4}+\frac{x^3}{3}-x^2$. Find the intervals on which $f$ is increasing and decreasing, and identify the local extrema of $f$.

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#real-analysis #extreme-value-analysis
42
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Local maxima on multivariable function using rects

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#multivariable-calculus #optimization #extreme-value-analysis

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