Type II extreme value distribution
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:organization
|
| gptkbp:alsoKnownAs |
gptkb:Fréchet_distribution
|
| gptkbp:application |
finance
hydrology meteorology modeling maxima |
| gptkbp:cumulativeDistributionFunction |
F(x) = exp(-((x-m)/s)^-α) for x > m
|
| gptkbp:domain |
real numbers greater than m
|
| https://www.w3.org/2000/01/rdf-schema#label |
Type II extreme value distribution
|
| gptkbp:kurtosis |
high
|
| gptkbp:namedAfter |
gptkb:Maurice_Fréchet
|
| gptkbp:parameter |
location parameter (m)
scale parameter (s > 0) shape parameter (α > 0) |
| gptkbp:probabilityDensityFunction |
f(x) = (α/s)((x-m)/s)^-(1+α) exp(-((x-m)/s)^-α) for x > m
|
| gptkbp:relatedTo |
Type I extreme value distribution
Type III extreme value distribution |
| gptkbp:skewness |
positive
|
| gptkbp:supports |
x > m
|
| gptkbp:tailBehavior |
heavy-tailed
|
| gptkbp:usedIn |
extreme value theory
|
| gptkbp:bfsParent |
gptkb:Fréchet_distribution
|
| gptkbp:bfsLayer |
7
|