RiskExtValue
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Description |
RiskExtValue(alpha, beta) specifies an extreme value distribution with location parameter alpha and shape parameter beta.
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Examples |
RiskExtvalue(1,2) returns an extreme value distribution with location parameter 1 and shape parameter 2. RiskExtvalue(A1,B1) returns an extreme value distribution with location parameter taken from cell A1 and shape parameter taken from cell B1.
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Guidelines |
beta must be positive.
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Parameters |
alpha continuous location parameter beta continuous scale parameter beta > 0
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Domain |
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Density and Cumulative Distribution Functions |
Where a=alpha, b=beta
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Mean |
Here,
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Variance |
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Skewness |
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Kurtosis |
5.4
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Mode |
a |
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Examples |
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where 
is the derivative of the Gamma Function.
