Von Mises conditions for extreme values (source code)

= Von Mises conditions for extreme values
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For an absolutely continuous <distribution function> with positive <probability density function> near its <right endpoint of a distribution>, write $\eta=f/(1-F)$ for its <hazard function>. The limits $t\eta(t)\to\alpha$ at an infinite endpoint or $(x_F-t)\eta(t)\to\alpha$ at a finite endpoint imply attraction to the <Fréchet distribution> or <negative Weibull distribution>, respectively. A continuously differentiable reciprocal <hazard function> with $(1/\eta)'\to0$ implies attraction to the <Gumbel distribution>, provided the <survival function> tends to zero at the endpoint.