论文标题
三个极端价值分布:介绍性评论
The Three Extreme Value Distributions: An Introductory Review
论文作者
论文摘要
从给定尺寸的样本中得出的最大值的统计分布只有三种可能的形状:它是Weibull,Fréchet或Gumbel Extreme值分布。我在此简短评论中描述了如何将统计分布关联到样本中的数字与相关极值分布,然后在样本中最大的值。我在这里没有什么是新的。但是,从经验来看,我发现缺少为物理社区编写的简单而紧凑的指南。
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 and compact guide on this matter written for the physics community is missing.