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- Fisher–Tippett–Gnedenko_theorem abstract "In statistics, the Fisher–Tippett–Gnedenko theorem (also the Fisher–Tippett theorem or the extreme value theorem) is a general result in extreme value theory regarding asymptotic distribution of extreme order statistics. The maximum of a sample of iid random variables after proper renormalization can only converge in distribution to one of 3 possible distributions, the Gumbel distribution, the Fréchet distribution, or the Weibull distribution. Credit for the extreme value theorem (or convergence to types theorem) is given to Gnedenko (1948), previous versions were stated by Fisher and Tippett in 1928 and Fréchet in 1927.The role of the extremal types theorem for maxima is similar to that of central limit theorem for averages, except that the central limit theorem applies to the average of a sample from any distribution with finite variance, while the Fisher-Tippet-Gnedenko theorem only states that if the distribution of a normalized maximum converges, then the limit has to be one of a particular class of distributions. It does not state that the distribution of the normalized maximum does converge.".
- Fisher–Tippett–Gnedenko_theorem wikiPageID "20962073".
- Fisher–Tippett–Gnedenko_theorem wikiPageRevisionID "588811201".
- Fisher–Tippett–Gnedenko_theorem subject Category:Extreme_value_data.
- Fisher–Tippett–Gnedenko_theorem subject Category:Statistical_theorems.
- Fisher–Tippett–Gnedenko_theorem subject Category:Tails_of_probability_distributions.
- Fisher–Tippett–Gnedenko_theorem comment "In statistics, the Fisher–Tippett–Gnedenko theorem (also the Fisher–Tippett theorem or the extreme value theorem) is a general result in extreme value theory regarding asymptotic distribution of extreme order statistics. The maximum of a sample of iid random variables after proper renormalization can only converge in distribution to one of 3 possible distributions, the Gumbel distribution, the Fréchet distribution, or the Weibull distribution.".
- Fisher–Tippett–Gnedenko_theorem label "Fisher–Tippett–Gnedenko theorem".
- Fisher–Tippett–Gnedenko_theorem sameAs Fisher%E2%80%93Tippett%E2%80%93Gnedenko_theorem.
- Fisher–Tippett–Gnedenko_theorem sameAs Q5454965.
- Fisher–Tippett–Gnedenko_theorem sameAs Q5454965.
- Fisher–Tippett–Gnedenko_theorem wasDerivedFrom Fisher–Tippett–Gnedenko_theorem?oldid=588811201.