TOPICS
Search

Fisher-Tippett Distribution


There are essentially three types of Fisher-Tippett extreme value distributions. The most common is the type I distribution, which are sometimes referred to as Gumbel types or just Gumbel distributions. These are distributions of an extreme order statistic for a distribution of N elements X_i.

The Fisher-Tippett distribution corresponding to a maximum extreme value distribution (i.e., the distribution of the maximum X^(<N>)), sometimes known as the log-Weibull distribution, with location parameter alpha and scale parameter beta is implemented in the Wolfram Language as ExtremeValueDistribution[alpha, beta].


See

Extreme Value Distribution, Gumbel Distribution

Cite this as:

Weisstein, Eric W. "Fisher-Tippett Distribution." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Fisher-TippettDistribution.html