Product distributions | NW | RW | WW | |||
---|---|---|---|---|---|---|
Threshold ( v t ) | Empirical cdf | Analytical cdf | Empirical cdf | Analytical cdf | Empirical cdf | Analytical cdf |
0.5 | 0.0823 | 0.0779 | 0.4266 | 0.4478 | 0.4508 | 0.4609 |
0.7 | 0.1322 | 0.1217 | 0.4677 | 0.4782 | 0.5066 | 0.5174 |
0.9 | 0.1245 | 0.1348 | 0.5201 | 0.5217 | 0.5577 | 0.5609 |
1 | 0.3256 | 0.3217 | 0.6789 | 0.6869 | 0.7567 | 0.7695 |
1.2 | 0.4912 | 0.4956 | 0.7800 | 0.7862 | 0.8701 | 0.8764 |