Extreme Value Distribution

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

Functions

makedistCreate probability distribution object
fitdistFit probability distribution object to data
distributionFitterOpen Distribution Fitter app
cdfCumulative distribution function
icdfInverse cumulative distribution function
iqrInterquartile range
meanMean of probability distribution
medianMedian of probability distribution
negloglikNegative loglikelihood of probability distribution
paramciConfidence intervals for probability distribution parameters
pdfProbability density function
proflikProfile likelihood function for probability distribution
randomRandom numbers
stdStandard deviation of probability distribution
truncateTruncate probability distribution object
varVariance of probability distribution
evcdfExtreme value cumulative distribution function
evpdfExtreme value probability density function
evinvExtreme value inverse cumulative distribution function
evlikeExtreme value negative log-likelihood
evstatExtreme value mean and variance
evfitExtreme value parameter estimates
evrndExtreme value random numbers

Objects

ExtremeValueDistributionExtreme 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.

Statistics and Machine Learning Toolbox Documentation

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