EVT and alternatives [13]

Go to: Summary | Previous | Next   
Bullet points include: value of xi=1/alpha. GEV sub-type. (cumulative) distribution function. xi=0 Gumbel exp(-exp(-x))  for -infinity<x<infinity. xi>0. Fr├ęchet. exp(-(1+xi times x)^(-1/xi) )  for 1+xi times x>0, otherwise 0. xi<0. Weibull. exp(-(1-xi times x)^(1/xi) )for 1-xi times x>0, otherwise 1

Contents | Prev | Next | Library

Desktop view | Switch to Mobile