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shlff committed Apr 30, 2023
commit bf0b12972741d214f3880742f94d2018db6bb1b5
2 changes: 1 addition & 1 deletion lectures/heavy_tails.md
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Expand Up @@ -461,7 +461,7 @@ The sample countpart of the CCDF function is the **empirical CCDF**.

Given a sample $x_1, \ldots, x_n$, the empirical CCDF is given by

$$ \hat G(x) = \frac{1}{n} \sum_{i=1}^n \1\{x_i > x\} $$
$$ \hat G(x) = \frac{1}{n} \sum_{i=1}^n \mathbb 1\{x_i > x\} $$

Thus, $\hat G(x)$ shows the fraction of the sample that exceeds $x$.

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