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