Fisher-Tippett 1928 + Gnedenko 1943: maximum of n iid samples, suitably normalized, converges to one of three families (Gumbel, Frechet, Weibull) — generalized extreme value (GEV) distribution. Foundation of extreme-value statistics.
Fisher-Tippett 1928 + Gnedenko 1943: maximum of n iid samples, suitably normalized, converges to one of three families (Gumbel, Frechet, Weibull) — generalized extreme value (GEV) distribution. Foundation of extreme-value statistics.