e/Fisher–Tippet–Gnedenko theorem

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has glosseng: In statistics, the Fisher–Tippet–Gnedenko theorem (also the Fisher–Tippet 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 converges 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.
lexicalizationeng: Fisher–Tippet–Gnedenko theorem
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