Weibull cdf

Hello, I have extreme snowfall data in a 18 years period. I want to use Weibull and Frechet cdf. 1) I don't know how to find A and B for my data. 2) Should I use vblcdf(x,A,B)? 3) whitch one I have to use for Frech Thanks for your help.

Answer 1

[Andrew Newell]

First you need to generate extreme value data to fit. This is done by subsampling:

% Calculate some random samples of snowfall data
sampleSize = 10;
maxValues = zeros(n,1);

for i=1:numel(snowfalldata)
    sample = snowfalldata(randperm(n));
    sample = sample(1:sampleSize);
    maxValues(i) = max(sample);    
end

Now you can fit the data and use the fit to calculate a cdf for the Weibull distribution:

wblplot(maxValues)
parmhat = wblfit(maxValues);
x = linspace(min(snowfalldata(:)),max(snowfalldata(:)));
snowfalldataCDF = wblcdf(x,parmhat(1),parmhat(2));

To do the same for a Frechet distribution, you'll need to use the generalized extreme value distribution in place of the Weibull distribution.