`scipy.stats._continuous_distns:genextreme_gen`

Signature

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

A generalized extreme value continuous random variable.

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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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