OurBigBook About$ Donate
 Sign in Sign up

Fréchet distribution (Φα​)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Extreme value theory
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For α>0, the standard Fréchet distribution has distribution function Φα​(x)=e−x−α for x>0 and zero for x≤0. Its maximum domain of attraction consists of distribution functions with an infinite right endpoint of a distribution and a survival function with regular variation of index −α.

 Ancestors (6)

  1. Extreme value theory
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (4)

  • Extreme value theory
  • Fréchet distribution
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 210 / 3 / Solution
  • Von Mises conditions for extreme values

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook