FrechetDistribution |
The Fréchet distribution is a special case (Type II) of the generalized extreme value
distribution, with \(\xi>0\).
|
GeneralizedEVD |
Generalized extreme value (GEV) distribution is a family of continuous probability distributions
developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families
also known as type I, II and III extreme value distributions.
|
GeneralizedParetoDistribution |
Generalized Pareto distribution (GPD) is used for modeling exceedances over (or shortfalls below)
a threshold.
|
GumbelDistribution |
The Gumbel distribution is a special case (Type I) of the generalized extreme value distribution,
with \(\xi=0\).
|
MaximaDistribution |
The distribution of \(M\), where \(M=\max(x_1,x_2,...,x_n)\) and \(x_i\)'s are iid samples drawn
from of a random variable \(X\) with cdf \(F(x)\).
|
MinimaDistribution |
The distribution of \(M\), where \(M=\min(x_1,x_2,...,x_n)\) and \(x_i\)'s are iid samples drawn
from of a random variable \(X\) with cdf \(F(x)\).
|
OrderStatisticsDistribution |
The asymptotic nondegenerate distributions of the r-th smallest (largest) order statistic.
|
ReversedWeibullDistribution |
The Reversed Weibull distribution is a special case (Type III) of the generalized extreme value
distribution, with \(\xi<0\).
|