Fisher-Tippett-Gnedenko theorem (English, name)
expansion: the Fisher-Tippett-Gnedenko theorem
Senses:
topics: mathematics
sciences
statistics
glosses: 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 three possible distribution families: the Gumbel distribution, the Fréchet distribution, or the Weibull distribution.
Forms:
form: the Fisher-Tippett-Gnedenko theorem
tags: canonical