Marc Raimondo - CMI
Marc Raimondo - CMI
Marc Raimondo - CMI
SHOW LESS
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
f(x)<br />
0.35<br />
0.3<br />
0.25<br />
0.2<br />
0.15<br />
0.1<br />
0.05<br />
Approximations at N = 2<br />
Density Plot: n =2<br />
simulated percentiles<br />
TW1<br />
empirical 6<br />
4<br />
2<br />
0<br />
−2<br />
−4<br />
−6<br />
Probability Plot: n =2<br />
0<br />
−8 −6 −4 −2 0 2 4 −66 −4 −2 0 2 4 6<br />
x<br />
TW percentiles<br />
– Better approximation in right tail : location of turning point of<br />
Airy function<br />
Luminy 12/08 – p.15
Change language