Von Mises conditions for extreme values Created 2026-10-05 Updated 2026-10-14
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.
Weibull distributions with a common shape form both an accelerated life family and a proportional hazards family. Their hazard functions are , whose ratio is . Their time multiplier is . In the representation with and density for , the parameters are and , giving time multiplier and hazard multiplier .