TBan-I

Detour: Extreme Value Statistics

Consider the $M$ energies $E_{1},\dots ,E_{M}$ as independent and identically distributed (i.i.d.) random variables drawn from a distribution $p(E)$. It is useful to introduce the cumulative probability of finding an energy smaller than E

$P(E)=\int _{-\infty }^{E}dx\,p(x)$