BUILT-IN MATHEMATICA SYMBOL

ExtremeValueDistribution

represents an extreme value distribution with location parameter and scale parameter .

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 Mathematica as GumbelDistribution. »
• ExtremeValueDistribution allows to be any real number and to be any positive real number.
• ExtremeValueDistribution can be used with such functions as Mean, CDF, and RandomVariate. »

ExamplesExamplesopen allclose all

Basic Examples (4)Basic Examples (4)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Median:

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