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Fréchet Distribution Function

Fréchet Distribution Function

JavaScript
      Enter Fréchet Distribution Arguments

          x-value: 
            gamma: 
  scale parameter: 

Fréchet Probability :

If Mn is the maximum of a sample of size n from the inverse
power distribution with density f(x)=gamma x-gamma for x>1,
then the distribution of Mn/n1/gamma converges to the Fréchet(gamma,1)
distribution. The Fréchet(gamma,1) distribution has density

f(x) = gamma exp{-x-gamma} x-(gamma+1) for x > 0.

and distribution function,

F(x, gamma,1) = exp{-x-gamma} for x>0.

For example, F(1,1,1) = 1/e = .36788

Олны танил

Бие даалт 17

Лекц 12 (эхлэл)

3.7.

15.4.-15.7.

2.41