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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

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