Fréchet Distribution Function

JavaScript

      Enter Fréchet Distribution Arguments

          x-value: 
            γ: 
  scale parameter:

Fréchet Probability :

If M_n is the maximum of a sample of size n from the inverse
power distribution with density f(x)=γ x^-γ for x>1,
then the distribution of M_n/n^1/γ converges to the Fréchet(γ,1)
distribution. The Fréchet(γ,1) distribution has density

f(x) = γ exp{-x^-γ} x^-(γ+1) for x > 0.

and distribution function,

F(x, γ,1) = exp{-x^-γ} for x>0.

For example, F(1,1,1) = 1/e = .36788