generalized extreme value distribution
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:organization
|
| gptkbp:abbreviation |
gptkb:GEV_distribution
|
| gptkbp:application |
engineering
finance hydrology meteorology |
| gptkbp:cumulativeDistributionFunction |
F(x) = exp(-[1 + ξ((x-μ)/σ)]^{-1/ξ})
|
| gptkbp:describes |
block maxima
|
| 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) [1 + ξ((x-μ)/σ)]^{-1/ξ-1} exp(-[1 + ξ((x-μ)/σ)]^{-1/ξ})
|
| gptkbp:relatedTo |
gptkb:extreme_value_distribution
gptkb:generalized_Pareto_distribution |
| gptkbp:supports |
real numbers
|
| gptkbp:usedIn |
extreme value theory
|
| gptkbp:bfsParent |
gptkb:Fisher–Tippett_distribution
|
| gptkbp:bfsLayer |
6
|