represents a generalized minimum extreme value distribution with location parameter μ, scale parameter σ, and shape parameter ξ.
- MinStableDistribution is also known as Fisher–Tippet distribution.
- The generalized minimum extreme value distribution gives the asymptotic distribution of the minimum value in a sample from a distribution such as the normal, Cauchy, or beta distribution.
- The probability density for value in a generalized minimum extreme value distribution is proportional to for and zero otherwise.
- MinStableDistribution allows μ and ξ to be any real numbers and σ to be any positive real number.
- MinStableDistribution can be used with such functions as Mean, CDF, and RandomVariate.
Introduced in 2010