Generalized Extreme Value¶

class
stats_arrays.
GeneralizedExtremeValueUncertainty
¶ Bases:
stats_arrays.distributions.base.UncertaintyBase
The generalized extreme value uncertainty, or FisherTippett, distribution is described in the Wikipedia article: http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution.
In our implementation, \(\mu\) is
location
, \(\sigma\) isscale
, and \(\xi\) isshape
.