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Generalized Extreme Value Distribution

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


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makedistCreate probability distribution object
fitdistFit probability distribution object to data
distributionFitterOpen Distribution Fitter app
cdfCumulative distribution function
gatherGather properties of Statistics and Machine Learning Toolbox object from GPU
icdfInverse cumulative distribution function
iqrInterquartile range
meanMean of probability distribution
medianMedian of probability distribution
negloglikNegative loglikelihood of probability distribution
paramciConfidence intervals for probability distribution parameters
pdfProbability density function
proflikProfile likelihood function for probability distribution
randomRandom numbers
stdStandard deviation of probability distribution
truncateTruncate probability distribution object
varVariance of probability distribution
gevcdfGeneralized extreme value cumulative distribution function
gevpdfGeneralized extreme value probability density function
gevinvGeneralized extreme value inverse cumulative distribution function
gevlikeGeneralized extreme value negative log-likelihood
gevstatGeneralized extreme value mean and variance
gevfitGeneralized extreme value parameter estimates
gevrndGeneralized extreme value random numbers


GeneralizedExtremeValueDistributionGeneralized 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.

Modelling Data with the Generalized Extreme Value Distribution

This example shows how to fit the generalized extreme value distribution using maximum likelihood estimation.