The Three Extreme Value Distributions: An Introductory Review
The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fréchet or a Gumbel extreme value distributions. I describe in this short review how to relate the statistical distribution followed by the numbers in the s...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2020-12-01
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| Series: | Frontiers in Physics |
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| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2020.604053/full |