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Fréchet distribution : ウィキペディア英語版 | Fréchet distribution | cdf = | mean = | median =| variance = | skewness = | g_k =| kurtosis = | | entropy =, where is the Euler–Mascheroni constant.| mgf = 〔 Note: Moment exists if | char = 〔 | }} The Fréchet distribution, also known as inverse Weibull distribution,〔〔 is a special case of the generalized extreme value distribution. It has the cumulative distribution function : where ''α'' > 0 is a shape parameter. It can be generalised to include a location parameter ''m'' (the minimum) and a scale parameter ''s'' > 0 with the cumulative distribution function : Named for Maurice Fréchet who wrote a related paper in 1927, further work was done by Fisher and Tippett in 1928 and by Gumbel in 1958. ==Characteristics== The single parameter Fréchet with parameter has standardized moment : (with ) defined only for : : where is the Gamma function. In particular: * For the expectation is * For the variance is The quantile of order can be expressed through the inverse of the distribution, :. In particular the median is: : The mode of the distribution is Especially for the 3-parameter Fréchet, the first quartile is Also the quantiles for the mean and mode are: : :
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Fréchet distribution」の詳細全文を読む
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