AUTHOR=Hansen Alex TITLE=The Three Extreme Value Distributions: An Introductory Review JOURNAL=Frontiers in Physics VOLUME=8 YEAR=2020 URL=https://www.frontiersin.org/journals/physics/articles/10.3389/fphy.2020.604053 DOI=10.3389/fphy.2020.604053 ISSN=2296-424X 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.