Generalized Extreme Value Distribution
Fit, evaluate, and generate random samples from generalized extreme value
distribution
Functions
Objects
GeneralizedExtremeValueDistribution | Generalized extreme value probability distribution object |
Topics
- Generalized Extreme Value Distribution
The generalized extreme value distribution is often used to model the smallest or largest value among a large set of independent, identically distributed random values representing measurements or observations.
- Modelling Data with the Generalized Extreme Value Distribution
This example shows how to fit the generalized extreme value distribution using maximum likelihood estimation.