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Generalized Extreme Value Distribution

Fit, evaluate, and generate random samples from generalized extreme value distribution


makedist Create probability distribution object
fitdist Fit probability distribution object to data
distributionFitter Open Distribution Fitter app
cdf Cumulative distribution functions
icdf Inverse cumulative distribution functions
iqr Interquartile range
mean Mean of probability distribution
median Median of probability distribution
negloglik Negative log likelihood of probability distribution
paramci Confidence intervals for probability distribution parameters
pdf Probability density functions
proflik Profile likelihood function for probability distribution
random Random numbers
std Standard deviation of probability distribution
truncate Truncate probability distribution object
var Variance of probability distribution
gevcdf Generalized extreme value cumulative distribution function
gevpdf Generalized extreme value probability density function
gevinv Generalized extreme value inverse cumulative distribution function
gevlike Generalized extreme value negative log-likelihood
gevstat Generalized extreme value mean and variance
gevfit Generalized extreme value parameter estimates
gevrnd Generalized extreme value random numbers

Using Objects

GeneralizedExtremeValueDistribution Generalized extreme value probability distribution object


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.

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