Statistics of Weather and Climate Extremes


The story behind some of the names that are attached to extreme value distributions:
Maurice Frechet Maurice Frechet: 1878-1973

French mathematician who made major contributions to pure mathematics as well as probability and statistics. He also collected empirical examples of heavy-tailed distributions. The Frechet type of extreme value distribution is named after him (this distribution has a heavy tail).
Emil Gumbel Emil Gumbel: 1891-1966

Born and trained as a statistician in Germany, he was forced to move to France and then the U.S. because of his pacifist and socialist views. He was a pioneer in the application of extreme value theory, particularly to climate and hydrology. The Gumbel distribution is named after him.
Vilfredo Pareto Vilfredo Pareto: 1848-1923

Born in France, he was trained as an engineer in Italy, but turned to the social sciences and ended his career in Switzerland. He formulated the power-law distribution (or "Pareto's Law"), as a model for how income or wealth is distributed across society. The Pareto distribution is named after him.
Waloddi Weibull Waloddi Weibull: 1887-1979

Swedish engineer famous for his pioneering work on reliability, providing a statistical treatment of fatigue, strength, and lifetime in engineering design. The Weibull distribution is named after him. Today it is a popular distribution for use in modeling lifetimes.

Other names in extreme value theory:
Ladislaus von Bortkiewicz Ladislaus von Bortkiewicz: 1868-1931

Russian-born mathematician who spent most of his life in Berlin. He coined the term "law of small numbers" and is best known for showing that the Poisson distribution provides a good fit to the number of Prussian officers killed by horse kicks. He also made significant contributions to the field of economics.
Ronald Fisher Ronald Fisher: 1890-1962

British statistician and geneticist, considered one of the founders of modern statistics. Derived (with LHC Tippett) the three forms of generalized extreme value distribution.
Richard von Mises Richard von Mises: 1883-1953

Trained in mathematics in Vienna, he worked in Austria and Germany, until forced to move to Turkey and then the U.S. because of being part Jewish. Well known for fundamental contributions to probability theory, he obtained sufficient conditions for the three types of generalized extreme value distribution.
Simeon Denis Poisson Simeon Denis Poisson: 1781-1840

French mathematician who derived what is now called the Poisson distribution as an approximation to the binomial distribution for rare events. Several other concepts in mathematics and physics are also named after him.
LHC Tippett LHC Tippett: 1902-1985

British statistician who applied techniques of analysis of variance and experimental design to textile industry. Collaborated with Ronald Fisher on the derivation of the three forms of generalized extreme value distribution and applied this work to the strength of yarn.

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