Posts Tagged ‘ uniform ’

MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

January 12, 2012
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MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

Tomorrow, we will discuss Fisher-Tippett theorem. The idea is that there are only three possible limiting distributions for normalized versions of the maxima of i.i.d. samples . For bounded distribution, consider e.g. the uniform distribution on t...

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Character occurrence in passwords

June 16, 2011
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Character occurrence in passwords

As everyone knows, it seems that Sony is taking a bit of a battering from hackers.  Thanks to Sony, numerous account and password details are now circulating on the internet. Recently, Troy Hunt carried out a brief analysis of the password structure. Here is a summary of his post: There were around 40,000 passwords, of which

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Random variable generation (Pt 3 of 3)

January 12, 2011
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Random variable generation (Pt 3 of 3)

Ratio-of-uniforms This post is based on chapter 1.4.3 of Advanced Markov Chain Monte Carlo.  Previous posts on this book can be found via the  AMCMC tag. The ratio-of-uniforms was initially developed by Kinderman and Monahan (1977) and can be used for generating random numbers from many standard distributions. Essentially we transform the random variable of

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