FrechetDistribution

FrechetDistribution[α,β]
represents the Frechet distribution with shape parameter α and scale parameter β.

FrechetDistribution[α,β,μ]
represents the Frechet distribution with shape parameter α, scale parameter β, and location parameter μ.

DetailsDetails

  • The Frechet distribution gives the asymptotic distribution of the maximum value in a sample from a distribution such as the Cauchy distribution.
  • FrechetDistribution is also known as type II extreme value distribution.
  • The probability density for value in a Frechet distribution is proportional to for and zero otherwise.
  • The probability density for value in a Frechet distribution with location parameter is proportional to for and zero otherwise.
  • FrechetDistribution allows α and β to be any positive real numbers and μ to be any real number.
  • FrechetDistribution can be used with such functions as Mean, CDF, and RandomVariate.

ExamplesExamplesopen allclose all

Basic Examples  (5)Basic Examples  (5)

Probability density function:

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With location parameter:

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Cumulative distribution function:

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With location parameter:

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Mean:

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Variance:

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Median:

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Introduced in 2010
(8.0)