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Statistical Distributions
New in 6.0: Statistics
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ExtremeValueDistribution
ExtremeValueDistribution
[
,
]
represents an extreme value distribution with location parameter
and scale parameter
.
MORE INFORMATION
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
.
»
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
RandomReal
.
»
EXAMPLES
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Basic Examples
(2)
The mean and variance of an extreme value distribution:
In[1]:=
Out[1]=
In[2]:=
Out[2]=
Probability density function:
In[1]:=
Out[1]=
In[2]:=
Out[2]=
Scope
(4)
Applications
(2)
Properties & Relations
(4)
Possible Issues
(2)
(2)
SEE ALSO
GumbelDistribution
WeibullDistribution
TUTORIALS
Continuous Distributions
MORE ABOUT
Continuous Statistical Distributions
Functions Used in Statistics
Statistical Distributions
New in 6.0: Statistics
New in 6
© 2008 Wolfram Research, Inc.
, 
] and scale parameter .
. » to be any real number and to be any positive real number.
EXAMPLES
Basic Examples 
Scope 