Emil J. Gumbel’s last course on the “Statistical theory of extreme values”: a conversation with Tuncel M. Yegulalp

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.

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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.

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Correspondence to Matthias Scherer.

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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

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Keywords

  • Emil J. Gumbel
  • Extreme value theory
  • History of statistics

AMS 2000 Subject Classifications

  • 01A60
  • 01A70
  • 60G70