Suppose that are the measured set from the n trials of a material strength test. The test results are listed with ascending order. Then, assume that these measuring are repeated times such as , ,…, . From the measured data set, if probable distribution functions and are made from the minimum value set and the maximum value set , these PDFs are referred to as Extreme Value Distributions for the minimum value and the maximum value of , respectively.
If the random variables are independent and follow a common distribution , the shape of the distribution function of the extreme value and becomes increasingly insensitive to the exact shape of the common distribution function , as . These asymptotic distributions often describe the behavior of the random variable and reasonably well even when the exact shape of the parent distribution function is not known precisely. These asymptotic distribution forms are classified into three types based on the general features of the tail part of the distributions.