411 REFERENCE · Wiktionary
Fisher-Tippett-Gnedenko theorem
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English
Proper noun
1
en statistics 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.
en extreme value theorem Fisher-Tippett theorem
en eponyms