Abstract
The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fréchet or a Gumbel extreme value distributions. I describe in this short review how to relate the statistical distribution followed by the numbers in the sample to the associate extreme value distribution followed by the largest value within the sample. Nothing I present here is new. However, from experience, I have found that a simple, short and compact guide on this matter written for the physics community is missing.
Subject
Physical and Theoretical Chemistry,General Physics and Astronomy,Mathematical Physics,Materials Science (miscellaneous),Biophysics
Cited by
34 articles.
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