How to fit Gumbel extreme value distribution to a dataset? Can it be done using fitdist? Or how to use method of moments to fit gumbel distribution? Detailed steps required

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Payel
Payel on 8 Aug 2023
Answered: Walter Roberson on 8 Aug 2023
How to fit Gumbel extreme value distribution to a dataset? Can it be done using fitdist? Or how to use method of moments to fit gumbel distribution? How to check if it fits the data accurately?

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Answers (1)

Walter Roberson
Walter Roberson on 8 Aug 2023
evfit would be a Type 1 Extreme Value Distribution fit, also known as a Gumbel Distribution

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