Talk:Generalized extreme value distribution

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Why is the Generalized Pareto Distribution redirected to this article? First the Generalized Pareto Distribution is not the same as an Extreme Value Distriubution and second the Generalized Pareto Distribution is not mentioned a single time in the article.

what's the conditions on the sequences a_n and b_n?

[edit] Disputed

The figure showing the Gumbel, Fréchet and Weibull is inconsistent with the equations. In particular, how is it that the Fréchet and Weibull have different maximum heights? And why is it that the Weibull in the figure has a range that ends at 2?

I'm not familiar with these distributions, but I do see that the equations expressing them are the CUMULATIVE distribution functions, while the plots are of the probability DENSITY functions. If μ were equal to 2 (which should have been made clear in the plot) the Weibull distribution would end at 2. PAR 06:15, 16 January 2006 (UTC)

O.K., but compare to the specific article on the Weibull_distribution which says that x>0.

Right, the plots are not enough illustrative when the used parameters (esp. μ) are not presented.

To avoid even more confusion, let me say, that μ is not an expected value E(X) (mean that is commonly denoted μ) of the distribution here.

Instead, E(X) = 0 for all the 3 plotted distributions, while parameter μ = 2 for the Weibull-type distribution and some negative (near to -2?) for the Fréchet-type there.

Moreover, the presented Weibull-type distribution here is usually called reversed Weibull distribution because it is... reversed compared to Weibull distribution.

The linked article presents special form of the generalized Weibull distribution, where μ = 0, while this article refers to reversed form of the generalized Weibull distribution...

Thanks. (13 Mar 2006)

Figure shown and disputed is from the Matlab Statistics toolbox which fully describes the function definitions; see : www.mathworks.com/access/helpdesk/help/toolbox/stats/bqem6hh-1.html; www.mathworks.com/products/statistics/demos.html?file=/products/demos/shipping/stats/gevdemo.html.