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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.


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makedistCreate probability distribution object
fitdistFit probability distribution object to data
distributionFitterOpen Distribution Fitter app
cdfCumulative distribution function
gatherGather properties of Statistics and Machine Learning Toolbox object from GPU (Since R2020b)
icdfInverse cumulative distribution function
iqrInterquartile range of probability distribution
meanMean of probability distribution
medianMedian of probability distribution
negloglikNegative loglikelihood of probability distribution
paramciConfidence intervals for probability distribution parameters
pdfProbability density function
plotPlot probability distribution object (Since R2022b)
proflikProfile likelihood function for probability distribution
randomRandom numbers
stdStandard deviation of probability distribution
truncateTruncate probability distribution object
varVariance of probability distribution
gevcdfGeneralized extreme value cumulative distribution function
gevpdfGeneralized extreme value probability density function
gevinvGeneralized extreme value inverse cumulative distribution function
gevlikeGeneralized extreme value negative log-likelihood
gevstatGeneralized extreme value mean and variance
gevfitGeneralized extreme value parameter estimates
gevrndGeneralized extreme value random numbers
cdfCumulative distribution function
icdfInverse cumulative distribution function
pdfProbability density function
randomRandom numbers
mleMaximum likelihood estimates


GeneralizedExtremeValueDistributionGeneralized extreme value probability distribution object