Get Math Help - Club Z! Tutoring

Home / Get Math Help

Extreme Value Distribution

Statistical properties

mean | α + gamma β
mode | α
standard deviation | (π β)/sqrt(6)
variance | (π^2 β^2)/6
skewness | (12 sqrt(6) ζ(3))/π^3≈1.13955

Probability density function (PDF)

e^((α - x)/β - e^((α - x)/β))/β

Plots of PDF for typical parameters

Plots of PDF for typical parameters

Cumulative distribution function (CDF)

P (X<=x) = e^(-e^(-(x - α)/β))

Plots of CDF for typical parameters

Plots of CDF for typical parameters

Percentiles

10th | α - 0.834032 β
25th | α - 0.326634 β
50th | α + 0.366513 β
75th | α + 1.2459 β
90th | α + 2.25037 β

Back to List | POWERED BY THE WOLFRAM LANGUAGE