Abstract
GUMBEL. Eponym in mathematical statistics for the first type extreme value distribution and the copula that is both of extreme value and Archimedean kind. Hydrologists appreciate Emil J. Gumbel as a pioneer in promoting non-normal distributions in their field. Historians rank him among the most influential German intellectuals of the Weimar Republic. He disclosed secret societies that destabilized the Weimar Republic and used statistical methods to document political murders and to reveal a biased legal system. He was the first professor who lost his position for his political ideals and his stand against the national socialistic party, his books were banned and burned. Stripped of his nationality in 1933 he immigrated to France. In 1940 he escaped to the USA and settled in New York, where he was appointed Adjunct Professor at Columbia University, Department of Industrial Engineering, in 1953. We spoke with Tuncel M. Yegulalp –Professor emeritus of Mining Engineering at Columbia University– about Emil J. Gumbel’s last course on the “Statistical Theory of Extreme Values” back in 1964.
Article PDF
Similar content being viewed by others
Avoid common mistakes on your manuscript.
References
Brenner, A.D.: Emil J. Gumbel: Weimar German Pacifist and Professor. Studies in Central European History. Brill Academic Publishers, Inc., Boston (2001)
Einstein, A.: The World as I see it. John Lane. The Bodley Head Limited, London (1935)
Fisher, R.A., Tippett, L.H.C.: Limiting forms of the frequency distribution of the largest or smallest member of a sample. Math. Proc. Camb. Philos. Soc. 24(2), 180–190 (1928)
Fréchet, M.: Sur les ensembles compacts de fonctions mesurables. Fundam. Math. 9(1), 25–32 (1927)
Gnedenko, B.: Sur la distribution limite du terme maximum d’une série aléatoire. Ann. Math. 44(3), 423–453 (1943)
Gumbel, E.J.: Über Die Interpolation Des Bevölkerungsstandes. Promotionsschrift. Ludwig Maximiliam Universität, Munich (1914)
Gumbel, E.J.: Die Geschichte eine Plünderung. Freie Zeitung, March 13th, Berlin (1920)
Gumbel, E.J.: Zwei Jahre Mord. Verlag Neues Vaterland, Berlin (1921)
Gumbel, E.J.: Vier Jahre Politischer Mord. Berlin–Fichtenau: Verlag der Neuen Gesellschaft, Berlin (1922)
Gumbel, E.J.: Vom Sinn statistischer Gesetze. Sonderabdruck aus Deutsches Statistisches Zentralbatt (1923)
Gumbel, E.J.: Verschwörer. Malik-Verlag, Vienna (1924)
Gumbel, E.J.: Vom Russland der Gegenwart. E. Laub, Berlin (1927)
Gumbel, E.J.: Abraham Gumbel gestorben. Die Menschenrechte. Berlin, 6. Jg., 15.1 (1931)
Gumbel, E.J.: Das Alter des Methusalem. Zeitschrift für schweizerische Statistik und Volkswirtschschaft 69, 516–530 (1933)
Gumbel, E.J.: Les valeurs extrêmes des distributions statistiques. Annales de l’institut Henri Poincaré, 5(2), 115–158 (1935)
Gumbel, E.J.: The professor from Heidelberg. In: William, A.N. (ed.) We Escaped: Twelve Personal Narratives of the Flight to America. Macmillan Company (1941)
Gumbel, E.J.: Statistical Theory of Extreme Values and Some Practical Applications. Applied Mathematics Series. US Government Printing Office, Washington (1954)
Gumbel, E.J.: Statistics of Extremes. Columbia University Press, New York and London (1958)
Gumbel, E.J.: Bivariate exponential distributions. J. Am. Stat. Assoc. 55(292), 698–707 (1960)
Gumbel, E.J., Mustafi, C.K.: Comments to: Edward C. Posner, “The application of extreme value theory to error free communication”. Technometrics 8(2), 363–366 (1966)
Gumbel, E.J., Mustafi, C.K.: Some analytical properties of bivariate extremal distributions. J. Am. Stat. Assoc. 62(318), 569–588 (1967)
Härdle, W.K., Vogt, A.: Ladislaus von Bortkiewicz–statistician, economist and a European intellectual. Int. Stat. Rev. 83(1), 17–35 (2015)
Hertz, S.: Emil Julius Gumbel (1891–1966) et la statistique des extrêmes. Ph.D. thesis, Université, Lyon 1 (1997)
Jansen, C.: Emil Julius Gumbel. Porträt Eines Zivilisten. Verlag Das Wunderhorn, Heidelberg (1991)
Layton, C.H.: E. J. Gumbel: Funeral Speech (1966)
Mahtab, M.A., Yegulalp, T.M.: Characterizing jointed rock for tunnel design. In: International Congress on Large Underground Openings, Florence, Italy (1986)
Pfeiffer, K., Rott, J.: Die Erste Ausbürgerungsliste Vom 25. August 1933. Topographie des Terrors. Notizen. Hentrich & Hentrich Verlag, Berlin (2016)
Potter, W.D.: Simplification of the Gumbel Method for Computing Probability Curves. US Department of Agriculture, Soil Conservation Service - Research, Washington D. C. (1949)
Russell, B.: Politische Ideale. Mit Einem Vorwort Von Prof. Albert Einstein. Deutsche Verlagsgesellschaft Für Politic Und Geschichte m.b.H., Berlin. German translation of Political Ideals by E. J. Gumbel (1922)
Russell, B.: Einfürung in Die Matematische Philosophie. Mit Einem Vorwort Von David Hilbert. Drei Masken Verlag, Munich (1923). German translation of Introduction to Mathematical Philosophy by W. Gordon and E. J. Gumbel
Smirnov, N.V.: Limit distributions for the terms of a variational series. Trudy Matematicheskogo Instituta imeni VA Steklova 25, 3–60 (1949)
van Elteren, P.h.: Handleiding Voor Het Gebruik Van Gumbel-papier. Report S 119 (M47). Statistics Department at Center of Mathematics, Amsterdam (1953)
Vogt, A.: Emil Julius Gumbel. Auf Der Suche Nach Wahrheit. Dietz Verlag, Berlin (1991)
Vogt, A.: Emil Julius Gumbel: der erste Herausgeber der mathematischen Manuskripte von Karl Marx. MEGA-Studien 1995(2), 26–41 (1996)
von Bortkiewicz, L.: Variationsbreite Und Mittlerer Fehler. Berliner Mathematische Gesellschaft, Berlin (1921)
Yegulalp, T.M.: Forecasting for largest earthquakes. Manag. Sci. 21(4), 418–421 (1974)
Yegulalp, T.M., Kim, K.: Statistical assessment of scale effect on rock properties using the theory of extremes. Trans. Soc. Min. Eng. AIME (1994)
Yegulalp, T.M., Kuo, J.T.: Statistical prediction of the occurrence of maximum magnitude earthquakes. Bull. Seismol. Soc. Am. 64(2), 393–414 (1974)
Yegulalp, T.M., Mahtab, M.A.: A proposed model for statistical representation of mechanical properties of rock. In: The 24th US Symposium on Rock Mechanics (USRMS). American Rock Mechanics Association (1983)
Yegulalp, T.M., Mahtab, M.A., Wane, M.T.: Statistical procedures for characterizing rock properties. In: Proceedings on International Symposium on Application of Rock Characterization Techniques in Mine Design. Society of Mining Engineers (1986)
Yegulalp, T.M., Wane, M.T.: Extreme value statistics improve forecasts of rock behavior. Journal of Mining Engineering 21(8), 79 (1969)
Acknowledgments
We would like to thank Tuncel Yegulalp for sharing his time and memories with us. Furthermore, our thanks go to Jose Blanchet for making the contact with Tuncel Yegulalp. Helpful comments on an earlier version of the manuscript were received by Annette Vogt, Thomas Mikosch, Harry Mulgrew, an Associate Editor, and an anonymous referee. We would like to thank Patricia Gumbel and the staff of the Leo Baeck Institute for their overwhelming hospitality during our visit in February 2017.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
About this article
Cite this article
Fernández, L., Scherer, M. Emil J. Gumbel’s last course on the “Statistical theory of extreme values”: a conversation with Tuncel M. Yegulalp. Extremes 21, 97–113 (2018). https://doi.org/10.1007/s10687-017-0299-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10687-017-0299-z