Generalized Extreme Value Distribution - Summary Statistics

Summary Statistics

Some simple statistics of the distribution are:

The skewness is for ξ>0

For ξ<0, the sign of the numerator is reversed.

The excess kurtosis is:

where, k=1,2,3,4, and is the gamma function.

Read more about this topic:  Generalized Extreme Value Distribution

Famous quotes containing the words summary and/or statistics:

    Product of a myriad various minds and contending tongues, compact of obscure and minute association, a language has its own abundant and often recondite laws, in the habitual and summary recognition of which scholarship consists.
    Walter Pater (1839–1894)

    July 4. Statistics show that we lose more fools on this day than in all the other days of the year put together. This proves, by the number left in stock, that one Fourth of July per year is now inadequate, the country has grown so.
    Mark Twain [Samuel Langhorne Clemens] (1835–1910)