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Topic: Gumbel distribution for modelling maxima on matlab
Replies: 2   Last Post: Apr 15, 2013 9:55 AM

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Tom Lane

Posts: 854
Registered: 12/7/04
Re: Gumbel distribution for modelling maxima on matlab
Posted: Apr 15, 2013 9:55 AM
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> I have a question about the function evcdf available in the statistics
> toolbox of matlab.
> This version can be applied only for modelling minima and I tried to find
> how it is possible to model maxima:


Yes, so if X is your vector of maxima, you could try fitting an extreme
value distribution to -X. You could also try the 'gev' (generalized extreme
value) distribution as the other poster suggested.

-- Tom




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