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Fisher-Tippett theorem and limiting distribution for the maximum
Tomorrow, we will discuss Fisher-Tippett theorem. The idea is that there are only three possible limiting distributions for normalized versions of the maxima of i.i.d. samples . For bounded...
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Fisher-Tippett theorem with an historical perspective
A couple of weeks ago, Rafael asked me if I had something on the history of extreme value theory. Since I will get back to fundamental results about extremes in my course, I promised I will write down...
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Bristish Statisticians and American Gangsters
A few months ago, I did publish a post (in French) following my reading of Leonard Mlodinow’s the Drunkard’s Walk. More precisely, I mentioned a paragraph that I found extremely informative But it...
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