bad29210创建于 2022年6月25日历史提交

Generalized extreme value distribution

The probability density function for the generalized extreme value distribution is:

.. math::

f(x, c) = \begin{cases}
                \exp(-\exp(-x)) \exp(-x)              &\text{for } c = 0\\
                \exp(-(1-c x)^{1/c}) (1-c x)^{1/c-1}  &\text{for }
                                                        x \le 1/c, c > 0
              \end{cases}

The following plots show the pdf and cdf:

.. image:: ../../../../tests/imgs/stats/continuous/genextreme/genextremepdf.png :align: center :width: 480

.. image:: ../../../../tests/imgs/stats/continuous/genextreme/genextremecdf.png :align: center :width: 480