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Gumbel limit for gamma maxima

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Extreme value theory Gumbel distribution
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For the Gamma distribution with fixed positive integer shape m and rate one, the survival function is e−t∑j=0m−1​tj/j!. Its sample maximum centered by logn+(m−1)loglogn−log((m−1)!) has convergence in distribution to the standard Gumbel distribution, without an additional scale factor.

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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 210 / 3 / Solution

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