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Questions tagged [probability-distributions]

Questions on using, finding, or otherwise relating to probability distributions, probability density functions (pdfs), cumulative distribution functions (cdfs), or other related functions.

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If $X\sim \mathrm{lognormal}$ then $Y:=(X-d|x\geq d)$ has approximately a Generalized Pareto distribution.

Let $X$ be a random variable with lognormal distribution. Show that when sufficiently large then $Y:=(X-d|x\geq d)$ is approximately a random variable with generalized Pareto distribution. Hint: Use ...
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Are there generalised rules for generating heuristics from data?

Heuristics seems to be more of an art than a science, like a gut-feel supported by data; I might be wrong. Are there algorithms for mathematically generating heuristics from data, like pruning a ...