Extreme Value Distribution Calculator
Extreme Value Distribution Calculator estimates the parameters (\\( \mu \\), \\( \sigma \\), \\( \xi \\)) of a Generalized Extreme Value (GEV) distribution from a dataset. Enter data as comma-separated values (e.g., “10,12,15,20”). The calculator uses maximum likelihood estimation (MLE) to compute parameters. Results are visualized as a histogram with the fitted GEV density using p5.js, and computational steps are displayed with MathJax.
Extreme Value Distribution Calculator
This calculator estimates the parameters of a Generalized Extreme Value (GEV) distribution (\\( \mu \\): location, \\( \sigma \\): scale, \\( \xi \\): shape) using maximum likelihood estimation (MLE). Input data as comma-separated values (e.g., “10,12,15,20”) and specify the number of optimization steps. Results are visualized as a histogram with the fitted GEV density using p5.js, and steps are shown with MathJax. Share or embed results as needed.
Example 1: Block Maxima Data
Data: “10,12,15,20”, Steps: 100.
Result: Estimated parameters \\( \mu \approx 12.5 \\), \\( \sigma \approx 3.5 \\), \\( \xi \approx 0.1 \\).
Example 2: Heavy-Tailed Data
Data: “100,150,200,300,500”, Steps: 100.
Result: Estimated parameters with positive shape \\( \xi > 0 \\).
Example 3: Bounded Data
Data: “5,6,7,8,9”, Steps: 100.
Result: Estimated parameters with negative shape \\( \xi < 0 \\).