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ExtremeValueDistribution

ExtremeValueDistribution[, ]
represents an extreme value distribution with location parameter and scale parameter .
  • 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 x in an extreme value distribution is proportional to ⅇ^(-ⅇ^((alpha-x)/beta)+(alpha-x)/beta). »
New in 6