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Fisher-Tippett-Gnedenko theorem: a standalone construct

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Probability theory

the result that suitably rescaled maxima of independent samples can converge only to one of three limiting families of distributions.

In probability theory, Fisher-Tippett-Gnedenko theorem refers to the result that suitably rescaled maxima of independent samples can converge only to one of three limiting families of distributions. This meaning comes from Fisher (1928) in Mathematical Proceedings of the Cambridge Philosophical Society.[1]

Unit
Recovery means
Measured by

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References

Fisher, R. A., & Tippett, L. H. C. (1928). Limiting forms of the frequency distribution of the largest or smallest member of a sample. Mathematical Proceedings of the Cambridge Philosophical Society, 24(2), 180-190. https://doi.org/10.1017/s0305004100015681

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