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Extreme Value Distribution

Fit, evaluate, and generate random samples from extreme value distribution

Functions

makedist Create probability distribution object
fitdist Fit probability distribution object to data
distributionFitter Open Distribution Fitter app
cdf Cumulative distribution function
icdf Inverse cumulative distribution function
iqr Interquartile range
mean Mean of probability distribution
median Median of probability distribution
negloglik Negative loglikelihood of probability distribution
paramci Confidence intervals for probability distribution parameters
pdf Probability density function
proflik Profile likelihood function for probability distribution
random Random numbers
std Standard deviation of probability distribution
truncate Truncate probability distribution object
var Variance of probability distribution
evcdf Extreme value cumulative distribution function
evpdf Extreme value probability density function
evinv Extreme value inverse cumulative distribution function
evlike Extreme value negative log-likelihood
evstat Extreme value mean and variance
evfit Extreme value parameter estimates
evrnd Extreme value random numbers

Objects

ExtremeValueDistribution Extreme value probability distribution object

Topics

Extreme Value Distribution

Extreme value distributions are often used to model the smallest or largest value among a large set of independent, identically distributed random values representing measurements or observations.