16 Apr
2013
16 Apr
'13
5 p.m.
Warren Smith wrote:
OK, there seems to be an amazing exact formula for the variance-- as amazing as the exact formula for the expectation value:
expect = harmonic(n,1)
variance = harmonic(n,1) - harmonic(n,2)
where harmonic(n,k) = 1 + 1/2^k + 1/3^k + ... + 1/n^k. This probably is a new result (?).
It is found, e.g., in http://www.isse.ucar.edu/extremevalues/nedglick.pdf (page 14, near the top). -- g