`scipy.stats._continuous_distns:genextreme_gen`

source: /scipy/stats/_continuous_distns.py :3334

Signature

   class     genextreme_gen (    momtype    =  1   ,    a    =  None   ,    b    =  None   ,    xtol    =  1e-14   ,    badvalue    =  None   ,    name    =  None   ,    longname    =  None   ,    shapes    =  None   ,    seed    =  None     )

Members

Summary

A generalized extreme value continuous random variable.

Extended Summary

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Notes

For $c = 0$ , genextreme is equal to gumbel_r with probability density function

f (x) = exp (- exp (- x)) exp (- x),

where $- \infty < x < \infty$ .

For $c \neq = 0$ , the probability density function for genextreme is:

f (x, c) = exp (- (1 - c x)^{1/ c}) (1 - c x)^{1/ c - 1},

where $- \infty < x \leq 1/ c$ if $c > 0$ and $1/ c \leq x < \infty$ if $c < 0$ .

Note that several sources and software packages use the opposite convention for the sign of the shape parameter $c$ .

genextreme takes c as a shape parameter for $c$ .

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Aliases

scipy.stats._continuous_distns.genextreme_gen