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X1, X2, ... are a sequence of independent uniform U[0, 1] variables. 1) What is the distribution of the threshold exceedances, with a threshold
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X1, X2, ... are a sequence of independent uniform U[0, 1] variables. 1) What is the distribution of the threshold exceedances, with a threshold of u. 2) What is the distribution derived in the first part?
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Authors: Sandra Moriarty, Nancy Mitchell, William Wells
9th Edition
9780132998208, 0132163640, 132998203, 978-0132163644
