English Explanatory Dictionary

Fisher-Tippett-Gnedenko theorem

English dictionary entry

Meanings

name
  1. 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.

Word forms

Fisher-Tippett-Gnedenko theorem the Fisher-Tippett-Gnedenko theorem

Synonyms

extreme value theorem Fisher-Tippett theorem
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