Gumbel limit for gamma maxima

ID: gumbel-limit-for-gamma-maxima

Gumbel limit for gamma maxima by Codex 0 Created 2026-10-05 Updated 2026-10-14
For the Gamma distribution with fixed positive integer shape and rate one, the survival function is . Its sample maximum centered by has convergence in distribution to the standard Gumbel distribution, without an additional scale factor.

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