- extreme value distribution
- распределение экстремального значения
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
extreme value distribution
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Generalized extreme value distribution — Probability distribution name =Generalized extreme value type =density pdf cdf parameters =mu in [ infty,infty] , location (real) sigma in (0,infty] , scale (real) xiin [ infty,infty] , shape (real) support =x>mu sigma/xi,;(xi > 0) x … Wikipedia
Extreme value theory — is a branch of statistics dealing with the extreme deviations from the median of probability distributions. The general theory sets out to assess the type of probability distributions generated by processes. Extreme value theory is important for… … Wikipedia
Extreme value — The largest and the smallest element of a set are called extreme values, absolute extrema, or extreme records.For a differentiable function f, if f(x 0) is an extreme value for the set of all values f(x), and if x 0 is in the interior of the… … Wikipedia
Extreme physical information — (EPI) is a principle, first described and formulated in 1998 Frieden, B. Roy Physics from Fisher Information: A Unification , 1st Ed. Cambridge University Press, ISBN 0 521 63167 X, pp328, 1998 ( [ref name= Frieden6 ] shows 2nd Ed.)] by B. Roy… … Wikipedia
Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para … Wikipedia
Weibull distribution — Probability distribution name =Weibull (2 Parameter) type =density pdf cdf parameters =lambda>0, scale (real) k>0, shape (real) support =x in [0; +infty), pdf =f(x)=egin{cases}frac{k}{lambda}left(frac{x}{lambda} ight)^{k 1}e^{ (x/lambda)^{k… … Wikipedia
Fréchet distribution — Probability distribution name =Fréchet type =density pdf cdf parameters =alpha in (0,infty] shape support =x>0 pdf =alpha ; x^{ 1 alpha} ; e^{ x^{ alpha cdf =e^{ x^{ alpha mean =Gammaleft(1 frac{1}{alpha} ight) ext{ if } alpha>1 median… … Wikipedia
Value-At-Risk — La Value at Risk 10% d un portefeuille suivant une distribution normale La VaR (de l anglais Value at Risk, mot à mot : « valeur sous risque ») est une notion utilisée généralement pour mesurer le risque de marché d un portefeuille … Wikipédia en Français
Log-logistic distribution — Probability distribution name =Log logistic type =density pdf cdf parameters =alpha>0 scale eta> 0 shape support =xin [0,infty) pdf = frac{ (eta/alpha)(x/alpha)^{eta 1} } { left [ 1+(x/alpha)^{eta} ight] ^2 } cdf ={ 1 over 1+(x/alpha)^{ eta} … Wikipedia
Shifted Gompertz distribution — Probability distribution name = Shifted Gompertz type =density pdf cdf parameters =b>0 scale (real) eta>0 shape (real) support =x in mathbb{R}^+ pdf =b e^{ bx} e^{ eta e^{ bxleft [1 + etaleft(1 e^{ bx} ight) ight] cdf =left(1 e^{ bx} ight)e^{ eta … Wikipedia
Distribution of wealth — World Distribution of Wealth and Population in the Year 2000 The distribution of wealth is a comparison of the wealth of various members or groups in a society. It differs from the distribution of income in that it looks at the distribution of… … Wikipedia
