The Three Extreme Value Distributions: An Introductory Review

preprint2020arXivOpen access

Abstract

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 sample to the associate extreme value distribution followed by the largest value within the sample. Nothing I present here is new. However, from experience, I have found that a simple and compact guide on this matter written for the physics community is missing.

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