Question

Take the maximum of a sample (with size 1000) from the standard normal distribution and repeat this 1000 times. So that you sampled 1000 maxima. Next, subtract from these maxima an and divide by bn, where an <- sqrt(2log(n)) - 0.5(log(log(n))+log(4pi))(2log(n))^(-1/2) bn <- (2log(n))^(-1/2). Now plot the density from the normalized maxima and add the extreme value function f(x) = (e to the power of -x) e to the power of -e to the power of -x and add the dnorm from normal distribution. Solve using R. Submit the plot and what are the observations.

          Take the maximum of a sample (with size 1000) from the standard normal distribution and repeat this 1000 times. So that you sampled 1000 maxima. Next, subtract from these maxima an and divide by bn, where an <- sqrt(2*log(n)) - 0.5*(log(log(n))+log(4*pi))*(2*log(n))^(-1/2) bn <- (2*log(n))^(-1/2). Now plot the density from the normalized maxima and add the extreme value function f(x) = (e to the power of -x) e to the power of -e to the power of -x and add the dnorm from normal distribution. Solve using R. Submit the plot and what are the observations.

Added by Francisca E.

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