MinStableDistribution[, , ]
represents a generalized minimum extreme value distribution with location parameter , scale parameter , and shape parameter .
- MinStableDistribution is also known as Fisher-Tippet distribution.
- The generalized minimum extreme value distribution gives the asymptotic distribution of the minimum value in a sample from a distribution such as the normal, Cauchy, or beta distribution.
- The probability density for value in a generalized minimum extreme value distribution is proportional to for and zero otherwise.
- MinStableDistribution allows and to be any real numbers and to be any positive real number.
- MinStableDistribution can be used with such functions as Mean, CDF, and RandomVariate.
New in 8