• Corpus ID: 56225138

A note on entropies of l-max stable, p-max stable, generalized Pareto and generalized log-Pareto distributions

@inproceedings{Ravi2012ANO,
  title={A note on entropies of l-max stable, p-max stable, generalized Pareto and generalized log-Pareto distributions},
  author={S. Ravi and Ali Saeb},
  year={2012}
}
Limit laws of partial maxima of independent, identically distributed random variables under linear normalization are called extreme value laws or l-max stable laws and those under power normal- ization are called p-max stable laws. We derive entropies of these and related laws and also of associated generalized Pareto, generalized log-Pareto and related distributions. Some illustrative graphs are also given. 

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