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Fisher-Tippett Distribution


Fisher-Tippett distributions fall into three types. The type I distributions are the most common and are also called 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 also

Extreme Value Distribution, Fisher-Tippett-Gnedenko Theorem, Fréchet Distribution, Gumbel Distribution

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Cite this as:

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

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