Flooding caused by Hurricane Wilma in the Florida Keys |

(Marc Averette, public domain, from wikipedia.) |

*extreme value statistics*: the largest or smallest of a series of random variables. Engineers planning dike systems are interested in the highest flood likely in the next hundred years; insurance companies are interested in the largest fire or hurricane. The probability distribution of the largest of many independent random variables takes a few characteristic, universal forms. Here we explore the

*Gumbel distribution*.

Read directions and background in

- Gumbel distribution exercise.
- Brief notes on universality in random matrix theory and extreme value statistics (also ppt).

All necessary files are linked at the left.