Generalized Extreme Value

class stats_arrays.GeneralizedExtremeValueUncertainty

Bases: stats_arrays.distributions.base.UncertaintyBase

The generalized extreme value uncertainty, or Fisher-Tippett, distribution is described in the Wikipedia article: http://en.wikipedia.org/wiki/Generalized_extreme_value_distribution.

In our implementation, \(\mu\) is location, \(\sigma\) is scale, and \(\xi\) is shape.