FrechetDistribution

FrechetDistribution(a,b)

returns a Frechet distribution.

See:

• Wikipedia - Frechet distribution

Examples

The variance of the Frechet distribution is

>> Variance(FrechetDistribution(n, m))
Piecewise({{m^2*(Gamma(1-2/n)-Gamma(1-1/n)^2),n>2}},Infinity)

Related terms

CDF, Mean, Median, PDF, Quantile, StandardDeviation, Variance

Implementation status

• ✅ - full supported

Github

• Implementation of FrechetDistribution