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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
Cumulative distribution function (CDF)
P (X<=x) = e^(-e^((α - x)/β))
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