EasyFit – Easily Fit Distributions to Your Data!

# Generalized Extreme Value Distribution

## Parameters

- continuous shape parameter
- continuous scale parameter ()
- continuous location parameter

where

## Worksheet and VBA Functions

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

 Description VBA Functions Worksheet Functions Distribution Fitting - ``` =DistFit("GenExtreme";Data) ``` Probability Density Function `GenExtremePdf(x,k,sigma,mu)` ``` =GenExtremePdf(k;sigma;mu) =DistPdf("GenExtreme(k;sigma;mu)";x) ``` Cumulative Distribution Function `GenExtremeCdf(x,k,sigma,mu)` ``` =GenExtremeCdf(k;sigma;mu) =DistCdf("GenExtreme(k;sigma;mu)";x) ``` Survival Function `GenExtremeSurv(x,k,sigma,mu)` ``` =DistSurv("GenExtreme(k;sigma;mu)";x) ``` Hazard Function `GenExtremeHaz(x,k,sigma,mu)` ``` =GenExtremeHaz(k;sigma;mu) =DistHaz("GenExtreme(k;sigma;mu)";x) ``` Cumulative Hazard Function `GenExtremeCumHaz(x,k,sigma,mu)` ``` =DistCumHaz("GenExtreme(k;sigma;mu)";x) ``` Inverse CDF (Quantile Function) `GenExtremeInv(P,k,sigma,mu)` ``` =GenExtremeInv(k;sigma;mu) =DistInv("GenExtreme(k;sigma;mu)";P) ``` Random Numbers `GenExtremeRand(k,sigma,mu)` ``` =GenExtremeRand(k;sigma;mu) =DistRand("GenExtreme(k;sigma;mu)") ``` Mode `GenExtremeMode(k,sigma,mu)` ``` =DistMode("GenExtreme(k;sigma;mu)") ``` Mean `GenExtremeMean(k,sigma,mu)` ``` =GenExtremeMean(k;sigma;mu) =DistMean("GenExtreme(k;sigma;mu)") ``` Variance `GenExtremeVar(k,sigma,mu)` ``` =GenExtremeVar(k;sigma;mu) =DistVar("GenExtreme(k;sigma;mu)") ``` Standard Deviation `GenExtremeStdev(k,sigma,mu)` ``` =GenExtremeStdev(k;sigma;mu) =DistStdev("GenExtreme(k;sigma;mu)") ``` Skewness `GenExtremeSkew(k,sigma,mu)` ``` =DistSkew("GenExtreme(k;sigma;mu)") ``` (Excess) Kurtosis `GenExtremeKurt(k,sigma,mu)` ``` =DistKurt("GenExtreme(k;sigma;mu)") ```