The distribution of an extreme value. The best known distributions of this type are the Fréchet distribution, the Gumbel distribution, and the Weibull distribution.
| Statistics Dictionary: extreme-value distribution |
The distribution of an extreme value. The best known distributions of this type are the Fréchet distribution, the Gumbel distribution, and the Weibull distribution.
| 5min Related Video: extreme-value distribution |
| Fréchet distribution | |
| Gumbel distribution | |
| Emil Julius Gumbel |
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![]() | Statistics Dictionary. A Dictionary of Statistics. Second edition revised. Copyright © Oxford University Press, 2008. All rights reserved. Read more |
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