Extreme value statistics is becoming a popular and well-studied field. Just like the sums of random variables exhibit universality described by the central limit theorem, maxima of random variables also obey a universal distribution, the… 1,012 more words

## Tags » Gumbel

#### A Gumdrop Formula

I recently took a large math exam and had to spend a lot of time studying. One of the new topics I learned about was copulas. 254 more words