Distribution Fitting Software & Articles

Generalized Extreme Value (GEV) Distribution

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


- shape parameter
- scale parameter ()
- location parameter


Probability Density Function (PDF)

GEV distribution PDF


Generalized Extreme Value (GEV) Distribution Fitting

EasyFit allows to automatically or manually fit the Generalized Extreme Value (GEV) 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.

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Generalized Extreme Value (GEV) Distribution Graphs and Properties

EasyFit displays all graphs and properties of the Generalized Extreme Value (GEV) 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 Generalized Extreme Value (GEV) Distribution

You can easily generate random numbers from the Generalized Extreme Value (GEV) 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
GenExtremePdf Probability Density Function
GenExtremeCdf Cumulative Distribution Function
GenExtremeHaz Hazard Function
GenExtremeInv Inverse CDF (Quantile Function)
GenExtremeRand Random Numbers
GenExtremeMean Mean
GenExtremeVar Variance
GenExtremeStdev Standard Deviation

Learn more: EasyFit Help on the Generalized Extreme Value (GEV) distribution