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MinStableDistribution
BUILT-IN MATHEMATICA SYMBOL
MinStableDistribution
MinStableDistribution[
,
,
]
represents a generalized minimum extreme value distribution with location parameter
, scale parameter
, and shape parameter
.
DetailsDetails
- 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.
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