Fisher–Tippett–Gnedenko theorem
id:
fisher-tippett-gnedenko-theorem-228-2450772
title:
Fisher–Tippett–Gnedenko theorem
text:
In statistics, the Fisher–Tippett–Gnedenko theorem is a general result in extreme value theory regarding asymptotic distribution of extreme order statistics. The maximum of a sample of iid random variables after proper renormalization can only converge in distribution to one of only 3 possible distribution families: the Gumbel distribution, the Fréchet distribution, or the Weibull distribution. Credit for the extreme value theorem and its convergence details are given to Fréchet (1927), Fisher a
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Fisher%E2%80%93Tippett%E2%80%93Gnedenko_theorem
date created:
2009-01-05T15:20:17Z
date modified:
2024-09-15T09:56:02Z
main entity:
{"identifier":"Q5454965","url":"https://www.wikidata.org/entity/Q5454965"}
image:
fields total:
13
integrity:
14