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We have built 1500 blocks of 900 samples by simulating an exponential random variable whose expectancy is 4.8. We have computed the maxima of each 1500 blocks and put them in a vector named
Using a specific library (R or Python), we have fitted the 1500 maxima with a GEV distribution and obtained a distribution function .
We can see from the results that the value of xi (corresponding to the value given in the course) is close to a number with few digits after the decimal point. What is the value of this number ? Two decimal places are enough. As in question 2, you use a comma if you need it.
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