Generalized extreme value distribution Parameter Estimation

조회 수: 15 (최근 30일)
Wilmer Suarez
Wilmer Suarez 2019년 4월 6일
답변: Torsten 2019년 4월 8일
Hello,
I'm trying to calculate the parameters needed to fit unknown data to the GEV distribution; but I'm having some trouble doing so.
According to wikipeida: https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
I can calculate this using the equations shown on the right. I can get the mean, mode, or Varience of the data I have and use it to solve for k (the shape parameter).
I can't seem to get it right.
How would I go about doing this?
Thank you

이 질문에 답변하려면 로그인하십시오.

답변 (1개)

Torsten
Torsten 2019년 4월 8일
https://de.mathworks.com/help/stats/gevfit.html

카테고리

Help Center 및 File Exchange에서 Generalized Extreme Value Distribution에 대해 자세히 알아보기

태그

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by