ExtremeValueDistribution

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. »
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