Distribution Fitting Software & Articles

Frechet (Extreme Value Type II) Distribution

EasyFit: select the best fitting distribution and use it to make better decisions. learn more
EasyFit Screenshot - Click To Enlarge
Download Free Trial

The Frechet distribution is one of the probability distributions used to model extreme events (see extreme value distributions for details).


- shape parameter ()
- scale parameter ()
- location parameter
( yields the two-parameter Frechet distribution)


Probability Density Function (PDF)

Frechet distribution PDF

Frechet (Extreme Value Type II) Distribution Fitting

EasyFit allows to automatically or manually fit the Frechet (Extreme Value Type II) distribution and 55 additional distributions to your data, compare the results, and select the best fitting model using the goodness of fit tests and interactive graphs. Watch the short video about EasyFit and get your free trial.

The video content presented here requires a more recent version of the Adobe Flash Player. If you are you using a browser with JavaScript disabled please enable it now. Otherwise, please update your version of the free Flash Player by downloading here.

Frechet (Extreme Value Type II) Distribution Graphs and Properties

EasyFit displays all graphs and properties of the Frechet (Extreme Value Type II) distribution, presenting the results in an easy to read & understand manner. EasyFit calculates statistical moments (mean, variance etc.), quantiles, tail probabilities depending on the distribution parameters you specify.

Random Numbers from the Frechet (Extreme Value Type II) Distribution

You can easily generate random numbers from the Frechet (Extreme Value Type II) distribution in a variety of ways:

  • directly from EasyFit
  • in Excel sheets using the worksheet functions provided by EasyFitXL
  • in your VBA applications using the EasyFitXL library

Excel Worksheet and VBA Functions

EasyFitXL enables you to use the following functions in your Excel sheets and VBA applications:

Function Name
FrechetPdf Probability Density Function
FrechetCdf Cumulative Distribution Function
FrechetHaz Hazard Function
FrechetInv Inverse CDF (Quantile Function)
FrechetRand Random Numbers
FrechetMean Mean
FrechetVar Variance
FrechetStdev Standard Deviation

Learn more: EasyFit Help on the Frechet (Extreme Value Type II) distribution