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.
A continuous random variable satisfies a Fisher - Tippett distribution with parameters, and when the probability density
Relationship to other distributions
The extreme value distribution goes beyond the parameters of Fisher - Tippett distribution or Gumbel distribution.