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 elements
.
The Fisher-Tippett distribution corresponding to a maximum extreme value distribution (i.e., the distribution of the maximum ), 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].