極值理論是處理與概率分佈中值相離極大的情況的理論,常用來分析概率罕見的情況,如百年一遇的地震洪水等,在風險管理可靠性研究中時常用到。極值理論最早由提出Gambul分佈的Emil Julius Gambul闡述。極值理論和很多廣泛應用的分佈如正態分佈威布爾分佈相聯繫。

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