Frechet (Maximum Extreme Value Type 2) Distribution

Parameters

Domain

Three-Parameter Frechet Distribution

Probability Density Function

Cumulative Distribution Function

Two-Parameter Frechet Distribution

Probability Density Function

Cumulative Distribution Function

Worksheet and VBA Functions

The following worksheet and VBA functions are available for this distribution:

Description	VBA Functions	Worksheet Functions
Distribution Fitting	-	=DistFit("Frechet";Data;[Options]1)
Probability Density Function	FrechetPdf(x,alpha,beta,[gamma])	=FrechetPdf(alpha;beta;[gamma]) =DistPdf("Frechet(alpha;beta;[gamma])";x)
Cumulative Distribution Function	FrechetCdf(x,alpha,beta,[gamma])	=FrechetCdf(alpha;beta;[gamma]) =DistCdf("Frechet(alpha;beta;[gamma])";x)
Survival Function	FrechetSurv(x,alpha,beta,[gamma])	=DistSurv("Frechet(alpha;beta;[gamma])";x)
Hazard Function	FrechetHaz(x,alpha,beta,[gamma])	=FrechetHaz(alpha;beta;[gamma]) =DistHaz("Frechet(alpha;beta;[gamma])";x)
Cumulative Hazard Function	FrechetCumHaz(x,alpha,beta,[gamma])	=DistCumHaz("Frechet(alpha;beta;[gamma])";x)
Inverse CDF (Quantile Function)	FrechetInv(P,alpha,beta,[gamma])	=FrechetInv(alpha;beta;[gamma]) =DistInv("Frechet(alpha;beta;[gamma])";P)
Random Numbers	FrechetRand(alpha,beta,[gamma])	=FrechetRand(alpha;beta;[gamma]) =DistRand("Frechet(alpha;beta;[gamma])")
Mode	FrechetMode(alpha,beta,[gamma])	=DistMode("Frechet(alpha;beta;[gamma])")
Mean	FrechetMean(alpha,beta,[gamma])	=FrechetMean(alpha;beta;[gamma]) =DistMean("Frechet(alpha;beta;[gamma])")
Variance	FrechetVar(alpha,beta,[gamma])	=FrechetVar(alpha;beta;[gamma]) =DistVar("Frechet(alpha;beta;[gamma])")
Standard Deviation	FrechetStdev(alpha,beta,[gamma])	=FrechetStdev(alpha;beta;[gamma]) =DistStdev("Frechet(alpha;beta;[gamma])")
Skewness	FrechetSkew(alpha,beta,[gamma])	=DistSkew("Frechet(alpha;beta;[gamma])")
(Excess) Kurtosis	FrechetKurt(alpha,beta,[gamma])	=DistKurt("Frechet(alpha;beta;[gamma])")

1. The Options parameter is optional. Possible options: "gamma=value"  (example: "gamma=0")
2. The gamma parameter is optional (the default value is 0).