Extreme value distribution

GPTKB entity

Statements (28)
Predicate Object
gptkbp:instanceOf Probability distribution
gptkbp:alsoKnownAs Type I, II, and III extreme value distributions
gptkbp:application gptkb:Environmental_science
Engineering
Finance
Hydrology
gptkbp:describes Distribution of maxima or minima of samples
gptkbp:field gptkb:Probability_theory
Statistics
gptkbp:generalizes gptkb:Generalized_extreme_value_distribution
https://www.w3.org/2000/01/rdf-schema#label Extreme value distribution
gptkbp:includes gptkb:Weibull_distribution
gptkb:Fréchet_distribution
gptkb:Gumbel_distribution
gptkbp:introduced gptkb:Ronald_Fisher
gptkb:Leonard_Tippett
gptkbp:introducedIn 1928
gptkbp:mathematical_property Asymptotic distribution
Limit distribution for maxima
gptkbp:parameter Location parameter
Scale parameter
Shape parameter
gptkbp:relatedTo Block maxima method
Extreme value theory
Peaks over threshold method
gptkbp:usedFor Modeling extreme events
gptkbp:bfsParent gptkb:Fréchet_distribution
gptkbp:bfsLayer 7