Search results

I thought of that too. But I would want to ask someone who is sure. All the problems have been solved using the other formula : e ^ ( - ( e ^ -z) ). So I think we use that in the exam. Another question I have: Can someone please explain the graphical interpretation (or even the logical...

Exactly my question. According to Dowd (and schweser notes) it would be e ^ ( - (e ^ z) ). And then they somehow get to the conclusion (after 2 pages) that ln p = - e ^ ( -z). Which contradicts the initial formula (If I haven't made any mistake). And no mention of special case is there. So I...

Hi, I am studying EVT and noticed that the GEV distrib. for xi = 0 is given by: exp[ -exp (x-u/sigma) ] as given in Dowd. So when I translated that as: 1 / (e ^ ( e ^ z) ), I noticed that my solution for ln (p) is coming to : - ( e ^ z) - which is incorrect. As Dowd says that it should be - e...