# Package com.numericalmethod.suanshu.stats.evt.evd.univariate

• Interface Summary
Interface Description
UnivariateEVD
Distribution of extreme values (e.g., maxima, minima, or other order statistics).
• Class Summary
Class Description
FrechetDistribution
The Fréchet distribution is a special case (Type II) of the generalized extreme value distribution, with $$\xi>0$$.
GeneralizedEVD
Generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions.
GeneralizedParetoDistribution
Generalized Pareto distribution (GPD) is used for modeling exceedances over (or shortfalls below) a threshold.
GumbelDistribution
The Gumbel distribution is a special case (Type I) of the generalized extreme value distribution, with $$\xi=0$$.
The distribution of $$M$$, where $$M=\max(x_1,x_2,...,x_n)$$ and $$x_i$$'s are iid samples drawn from of a random variable $$X$$ with cdf $$F(x)$$.
The distribution of $$M$$, where $$M=\min(x_1,x_2,...,x_n)$$ and $$x_i$$'s are iid samples drawn from of a random variable $$X$$ with cdf $$F(x)$$.
The Reversed Weibull distribution is a special case (Type III) of the generalized extreme value distribution, with $$\xi<0$$.