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 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.