| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.evt.evd.univariate.fitting.acer |
| Class and Description |
|---|
| ReturnLevel
Given a GEV distribution of a random variable \(X\), the return level \(\eta\) is the value that
is expected to be exceeded on average once every interval of time \(T\), with a probability of
\(1 / T\).
|
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