MinStableDistribution
Tersedia
Min-stable (GEV-min) distribution with shape-cased forms
MinStableDistribution[μ, σ, ξ]
Mean[MinStableDistribution[μ, σ, ξ]]
→ Piecewise[{{μ - EulerGamma*σ, ξ == 0}, {(μ*ξ + σ - σ*Gamma[1 - ξ])/ξ, ξ != 0 && ξ < 1}}, Indeterminate]PDF[MinStableDistribution[μ, σ, ξ], x]
→ Piecewise[{{E^(-E^((-μ + x)/σ) - (μ - x)/σ)/σ, ξ == 0}, {(1 + (ξ*(μ - x))/σ)^(-1 - ξ^(-1))/(σ*E^(1 + (ξ*(μ - x))/σ)^(-ξ^(-1))), ξ != 0 && 1 + (ξ*(μ - x))/σ > 0}}, 0]CDF[MinStableDistribution[μ, σ, ξ], x]
→ Piecewise[{{1 - E^(-E^((-μ + x)/σ)), ξ == 0}, {1 - E^(-(1 + (ξ*(μ - x))/σ)^(-ξ^(-1))), ξ != 0 && 1 + (ξ*(μ - x))/σ > 0}, {1, ξ > 0 && 1 + (ξ*(μ - x))/σ <= 0}}, 0] Semua 6300 fungsi ·
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