Class FrechetDistribution

All Implemented Interfaces:
ProbabilityDistribution, UnivariateEVD

public class FrechetDistribution extends GeneralizedEVD
The Fréchet distribution is a special case (Type II) of the generalized extreme value distribution, with \(\xi>0\). The cumulative distribution function is \[ F(x;\mu,\sigma,\xi)= \begin{cases} 0 & x\leq \mu \\ e^{-((x-\mu)/\sigma)^{-\alpha}} & x>\mu. \end{cases} \]

The R equivalent functions are evd::dfrechet, evd::pfrechet, evd::qfrechet, evd::rfrechet.

See Also:
  • Constructor Details

    • FrechetDistribution

      public FrechetDistribution()
      Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\), shape \(\alpha=1\).
    • FrechetDistribution

      public FrechetDistribution(double location, double scale, double shape)
      Create an instance with the given parameter values.
      location - the location parameter \(\mu\)
      scale - the scale parameter \(\sigma\)
      shape - the shape parameter \(\alpha\)