Aug
15

## GEV distribution and density function

The role of the generalized extreme value (GEV) distribution in the theory of extremes is analogous to that of the normal distribution (and more generally the stable laws) in the central limit thoory for sums of random varibles. The df of the GEV distribution is given by a three-parameter family: shapre, location and scale, where shape parameter decides the distribution is Frechet, Weibull or Gumbel.

A matlab code for plot the GEV distribution and density function

http://www.essex.ac.uk/ccfea/Teaching/Archive/200405/CF901/weeks3and4/plot_GEV_densities.txt

wiki(Generalized extreme value distribution)

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A matlab code for plot the GEV distribution and density function

http://www.essex.ac.uk/ccfea/Teaching/Archive/200405/CF901/weeks3and4/plot_GEV_densities.txt

wiki(Generalized extreme value distribution)

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