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In section 5.6.1 we need an estimate of , the
unknown constant in the distribution eq. (5.1).
It can be estimated using eq. (5.25):

(D.1) 
For and we substituted literature values
instead of the estimated values.
For and we used results from Monte Carlo
simulations using time series generated using the Hénon map
as described in section 5.6.2, i.e. for
we
substituted
(as in table 5.5). In that Monte Carlo
experiment, we draw 100,000 distances from a time series
which was 10,000 points in length.
Later on, we draw
100,000 distances from a time series which was 200,000
in length to satisy the independence assumption.
The
did not differ much; moreover,
the exact value of is not
very important, as long as we can compare the experiments
with the ``ideal data'' and the time series.
As can be seen in
figure D.1, converges to a value of about 1.67.
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