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2. Suppose X₁, X2, ..., X, are independent draws from a distribution with n Fx(x) = e³½ for x>0. Use α for x>0. Use α = 0 and ẞ distribution H(z) with z = - ẞn = n to show that the limiting is one of the three GEV types. Identify the type and the parameters α, ß and y.

2. Suppose X₁, X2, ..., X, are independent draws from a distribution with n Fx(x) = e³½ for x>0. Use α for x>0. Use α = 0 and ẞ distribution H(z) with z = - ẞn = n to show that the limiting is one of the three GEV types. Identify the type and the parameters α, ß and y.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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2. Suppose X₁, X2, ..., X, are independent draws from a distribution with n Fx(x) = e³½ for x>0. Use α for x>0. Use α = 0 and ẞ distribution H(z) with z = - ẞn = n to show that the limiting is one of the three GEV types. Identify the type and the parameters α, ß and y.
Transcribed Image Text:2. Suppose X₁, X2, ..., X, are independent draws from a distribution with n Fx(x) = e³½ for x>0. Use α for x>0. Use α = 0 and ẞ distribution H(z) with z = - ẞn = n to show that the limiting is one of the three GEV types. Identify the type and the parameters α, ß and y.
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