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- W1498453022 abstract "The extreme value distribution was developed as the distribution of the largest of a number of values and was originally applied to the estimation of flood levels. It has since been applied to the estimation of the magnitude of earthquakes. The distribution may also be applied to the study of athletic and other records. This chapter discusses the distribution of the largest extreme. Reversal of the sign of x gives the distribution of the smallest extreme. This is the Type I, the most common of three extreme value distributions – the Gumbel distribution. Logarithmic transformations of extreme value variates of Type II (Fréchet) and Type III (Weibull) correspond to Type I Gumbel variates. The chapter also discusses variate relationships, parameter estimation, and random number generation for extreme value distribution. Controlled Vocabulary Terms control variate; generalised extreme value distributions; Gumbel distribution" @default.
- W1498453022 created "2016-06-24" @default.
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- W1498453022 date "2010-11-29" @default.
- W1498453022 modified "2023-09-23" @default.
- W1498453022 title "Extreme Value (Gumbel) Distribution" @default.
- W1498453022 doi "https://doi.org/10.1002/9780470627242.ch19" @default.
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