# Generalized extreme value distribution

The general extreme value distribution is a continuous probability distribution. It plays a prominent role in extreme value theory, since it summarizes the main possible distributions of extreme values of a sample in a presentation.

## Definition

A continuous random variable satisfies a Fisher - Tippett distribution with parameters, and when the probability density

Possesses.

## Relationship to other distributions

The extreme value distribution goes beyond the parameters of Fisher - Tippett distribution or Gumbel distribution.