Von Mises conditions for extreme values
ID: von-mises-conditions-for-extreme-values
For an absolutely continuous distribution function with positive probability density function near its right endpoint of a distribution, write for its hazard function. The limits at an infinite endpoint or at a finite endpoint imply attraction to the Fréchet distribution or negative Weibull distribution, respectively. A continuously differentiable reciprocal hazard function with implies attraction to the Gumbel distribution, provided the survival function tends to zero at the endpoint.
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