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gptkbp:instanceOf
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gptkb:organization
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gptkbp:alternativeName
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gptkb:Type_II_extreme_value_distribution
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gptkbp:application
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gptkb:insurance
finance
hydrology
meteorology
modeling of extreme events
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gptkbp:category
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continuous probability distribution
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gptkbp:cumulativeDistributionFunction
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F(x; α, s, m) = exp(-((x-m)/s)^(-α)) for x > m
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gptkbp:discoveredIn
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1927
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gptkbp:field
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gptkb:probability_theory
statistics
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|
https://www.w3.org/2000/01/rdf-schema#label
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Fréchet distribution
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gptkbp:kurtosis
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exists for α > 4
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gptkbp:meaning
|
exists for α > 1
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gptkbp:namedAfter
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gptkb:Maurice_Fréchet
|
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gptkbp:parameter
|
location parameter
scale parameter
shape parameter
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gptkbp:pdf
|
f(x; α, s, m) = (α/s) ((x-m)/s)^(-1-α) exp(-((x-m)/s)^(-α)) for x > m
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gptkbp:relatedTo
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gptkb:Weibull_distribution
gptkb:Gumbel_distribution
gptkb:Extreme_value_distribution
|
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gptkbp:skewness
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exists for α > 3
|
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gptkbp:supports
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x > location parameter
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gptkbp:tailLength
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heavy-tailed
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gptkbp:type
|
gptkb:extreme_value_distribution
|
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gptkbp:usedIn
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extreme value theory
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gptkbp:variant
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exists for α > 2
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gptkbp:bfsParent
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gptkb:Maurice_Fréchet
gptkb:Fisher–Tippett_distribution
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gptkbp:bfsLayer
|
6
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