Math Problem Statement
请给出这几个公式的推导过程
Solution
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Generalized Pareto Distribution
Conditional Probability
Formulas
P(d > d^{(v)}) \approx \frac{v}{V}
P\left(\frac{d - d^{(v)}}{\beta(d^{(v)})} \mid d > d^{(v)}\right) = \frac{P\left(\frac{d - d^{(v)}}{\beta(d^{(v)})}\right)}{P(d > d^{(v)})} = H_{\gamma_s}(d)
1 - P_s(d) \approx \frac{v}{V} \left[1 + \gamma_s \frac{d - d^{(v)}}{\beta_s}\right]^{-1/\gamma_s}, \quad d > d^{(v)}
Theorems
-
Suitable Grade Level
Advanced
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