Generalized extreme value distribution

id: generalized-extreme-value-distribution-229-1604037
title: Generalized extreme value distribution
text: In probability theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions. By the extreme value theorem the GEV distribution is the only possible limit distribution of properly normalized maxima of a sequence of independent and identically distributed random variables. Note that a li
brand slug: wiki
category slug: encyclopedia
description: Family of probability distributions
original url: https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
date created: 2005-02-11T17:13:08Z
date modified: 2024-09-15T08:46:58Z
main entity: {"identifier":"Q1617240","url":"https://www.wikidata.org/entity/Q1617240"}
image:
fields total: 13
integrity: 15

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