ExtremeValueDistribution

ExtremeValueDistribution[α,β]
represents an extreme value distribution with location parameter α and scale parameter β.

DetailsDetails

  • The extreme value distribution gives the asymptotic distribution of the maximum value in a sample from a distribution such as the normal distribution.
  • The probability density for value in an extreme value distribution is proportional to . »
  • The asymptotic distribution of the minimum value, also sometimes called an extreme value distribution, is implemented in the Wolfram Language as GumbelDistribution. »
  • ExtremeValueDistribution allows α to be any real number and β to be any positive real number.
  • ExtremeValueDistribution can be used with such functions as Mean, CDF, and RandomVariate. »
Introduced in 2007
(6.0)