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# Generalized Extreme Value Distribution

Fit, evaluate, and generate random samples from generalized extreme value distribution

Statistics and Machine Learning Toolbox™ offers multiple ways to work with the generalized extreme value distribution.

• Create a `GeneralizedExtremeValueDistribution` object and use `GeneralizedExtremeValueDistribution` object functions.

• Use distribution-specific functions with specified distribution parameters. The functions can accept parameters of multiple generalized extreme value distributions.

• Use the generic distribution functions with the specified distribution name `"Generalized Extreme Value"` and corresponding parameters.

To learn about the generalized extreme value distribution, see Generalized Extreme Value Distribution.

## Functions

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 `makedist` Create probability distribution object `fitdist` Fit probability distribution object to data `distributionFitter` Open Distribution Fitter app
 `cdf` Cumulative distribution function `gather` Gather properties of Statistics and Machine Learning Toolbox object from GPU (Since R2020b) `icdf` Inverse cumulative distribution function `iqr` Interquartile range of probability distribution `mean` Mean of probability distribution `median` Median of probability distribution `negloglik` Negative loglikelihood of probability distribution `paramci` Confidence intervals for probability distribution parameters `pdf` Probability density function `plot` Plot probability distribution object (Since R2022b) `proflik` Profile likelihood function for probability distribution `random` Random numbers `std` Standard deviation of probability distribution `truncate` Truncate probability distribution object `var` Variance of probability distribution
 `gevcdf` Generalized extreme value cumulative distribution function `gevpdf` Generalized extreme value probability density function `gevinv` Generalized extreme value inverse cumulative distribution function `gevlike` Generalized extreme value negative log-likelihood `gevstat` Generalized extreme value mean and variance `gevfit` Generalized extreme value parameter estimates `gevrnd` Generalized extreme value random numbers
 `cdf` Cumulative distribution function `icdf` Inverse cumulative distribution function `pdf` Probability density function `random` Random numbers `mle` Maximum likelihood estimates

## Objects

 `GeneralizedExtremeValueDistribution` Generalized extreme value probability distribution object