Prof. Greven was selected for the Gumbel lecture 2020 of the German Statistical Society (DStatG)
Sonja Greven was selected for the Gumbel lecture 2020 of the German Statistical Society (Deutsche Statistische Gesellschaft). Due to Corona it will be held only in 2021.
The Gumbel lecture, which was held for the first time at the 2006 Statistical Week, bears the name of the German statistician Emil Julius Gumbel.
As a population statistician and founder of extreme value statistics, Gumbel is one of the most important representatives of his field. Born in Munich in 1891, he studied mathematics and economics. After graduating as an actuary, he worked as an assistant to Georg von Mayr, the founder of the “General Statistical Archive” and first chairman of the German Statistical Society. Gumbel received his doctorate from Mayr in 1914 with his thesis "The calculation of population by interpolation". During the First World War, Gumbel became an active pacifist. He continued his studies in Berlin and came into contact with Albert Einstein and Ladislaus von Bortkiewicz. Influenced by the latter, he turned to the probability-theoretical modeling of statistics, especially the creation of mortality tables. In 1923 he was habilitated in Heidelberg for "Mathematical Statistics". With the advent of the Third Reich, he had to leave Germany due to his Jewish descent and pacifist activities. First he managed to gain a foothold in France and worked for Emile Borel and Maurice Fréchet. In 1940 he had to emigrate to the USA, where he finally received a chair at Columbia University in 1953. Emil Julius Gumbel died in New York in 1966.
In the 1930s, Gumbel developed the basics of extreme value statistics. Based on the actuarial problem of mortality tables and lifetime distributions, he examined the maximum of independent random variables and derived their border distributions. The most important writings of this time are "The Random Law of Dying" from 1932 and the monograph "La durée extrême de la vie humaine" from 1937. He applied his theoretical knowledge not only in actuarial mathematics but also in climate research - specifically in the prediction of Floods and other climatic extremes. He published his main work in 1958 in the monograph “Statistics of Extremes”.