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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Pickands–Balkema–de Haan theorem ： ウィキペディア英語版 Pickands–Balkema–de Haan theorem The Pickands–Balkema–de Haan theorem is often called the second theorem in extreme value theory. It gives the asymptotic tail distribution of a random variable ''X'', when the true distribution ''F'' of ''X'' is unknown. Unlike the first theorem (the Fisher–Tippett–Gnedenko theorem) in extreme value theory, the interest here is the values above a threshold. ==Conditional excess distribution function== If we consider an unknown distribution function $F$ of a random variable $X$, we are interested in estimating the conditional distribution function $F\_u$ of the variable $X$ above a certain threshold $u$. This is the so-called conditional excess distribution function, defined as : $F\_u(y)\; =\; P(X-u\; \backslash leq\; y\; |\; X>u)\; =\; \backslash frac\; \backslash ,$ for $0\; \backslash leq\; y\; \backslash leq\; x\_F-u$, where $x\_F$ is either the finite or infinite right endpoint of the underlying distribution $F$. The function $F\_u$ describes the distribution of the excess value over a threshold $u$, given that the threshold is exceeded. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Pickands–Balkema–de Haan theorem」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.