Generalized extreme value distribution
GPTKB entity
Statements (24)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Probability distribution
|
| gptkbp:abbreviation |
gptkb:GEV_distribution
|
| gptkbp:application |
Finance
Meteorology Hydrology Modeling maxima of datasets |
| gptkbp:cumulativeDistributionFunction |
F(x) = exp(- (1 + ξ((x-μ)/σ))^{-1/ξ})
|
| gptkbp:definedIn |
1 + ξ((x-μ)/σ) > 0
|
| gptkbp:field |
gptkb:Probability_theory
Statistics |
| https://www.w3.org/2000/01/rdf-schema#label |
Generalized extreme value distribution
|
| gptkbp:includes |
gptkb:Weibull_distribution
gptkb:Fréchet_distribution gptkb:Gumbel_distribution |
| gptkbp:introduced |
gptkb:Emil_Julius_Gumbel
|
| gptkbp:parameter |
location parameter
scale parameter shape parameter |
| gptkbp:probabilityDensityFunction |
f(x) = (1/σ) exp(- (1 + ξ((x-μ)/σ))^{-1/ξ}) (1 + ξ((x-μ)/σ))^{-1-1/ξ}
|
| gptkbp:relatedTo |
Block maxima method
|
| gptkbp:supports |
Real line (depending on parameters)
|
| gptkbp:usedIn |
Extreme value theory
|
| gptkbp:bfsParent |
gptkb:Log-gamma_distribution
|
| gptkbp:bfsLayer |
7
|