On the Generalized Hill Process for Small Parameters and Applications
On the Generalized Hill Process for Small Parameters and Applications
Let X 1 , X 2 ,. . .be a sequence of independent copies (s.i.c) of a real random variable (r.v.) X 1, with distribution function df F(x) = P(X x) and let X 1,n X 2,n • • • X n,n be the order statistics based on the n …