Distributions#
Generalized extreme value distribution (GEV)#
- The generalised extreme value (or generalized extreme value) distribution characterises the behaviour of ‘block
maxima’
probability density function (pdf)#
- where
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sigma is the scale parameter
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mu is the location parameter
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delta is the scale parameter
Cumulative distribution function (cdf)#
Gumbel Distribution#
- The Gumbel distribution is a special case of the Generalized extreme value distribution (GEV) when the shape
parameter :math: sigma equals zero.