Extreme value distribution, Advanced Statistics

The probability distribution, f (x), of largest extreme can be given as 



1420_extreme value distribution.png 

The location parameter, α is the mode and β is the scale parameter. The mean, variance

skewness and the kurtosis of the distribution are given as follows:


2162_extreme value distribution1.png

 

Posted Date: 7/27/2012 7:06:44 AM | Location : United States







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