MaxStableDistribution

MaxStableDistribution[, , ]
represents a generalized maximum extreme value distribution with location parameter , scale parameter , and shape parameter .

DetailsDetails

  • MaxStableDistribution is also known as Fisher-Tippet distribution.
  • The generalized maximum extreme value distribution gives the asymptotic distribution of the maximum value in a sample from a distribution such as the normal, Cauchy, or beta distribution.
  • The probability density for value in a generalized maximum extreme value distribution is proportional to for and zero otherwise.
  • MaxStableDistribution allows and to be any real numbers and to be any positive real number.
  • MaxStableDistribution 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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