Generalized Extreme Value Distribution

Parameters

- continuous shape parameter

- continuous scale parameter (

)

- continuous location parameter

Domain

Probability Density Function

Cumulative Distribution Function

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)")