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##################################################
Distribution GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15)
conversion as WeibullMax(beta = 10, alpha = 6.66667, gamma = 12)
Elliptical = False
Continuous = True
oneRealization= [2.00915]
Point= [1.0]
ddf = [0.108952]
log pdf= [-1.75315]
pdf = [0.173227]
cdf= [0.151408]
ccdf= [0.848592]
survival= [0.848592]
Inverse survival= [0.211041]
Survival(inverse survival)= [0.95]
pdf gradient = [-0.108952,-0.0428497,0.0749046]
cdf gradient = [-0.173227,0.115485,-0.0559084]
quantile= [5.59515]
return level=4.864873
cdf(quantile)= 0.95
entropy=1.896098
Minimum volume interval= [-0.359967, 5.97545]
threshold= 0.95
Minimum volume level set= {x | f(x) <= 3.31111} with f=
MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15))
beta= [0.0364758]
Bilateral confidence interval= [-0.162817, 6.23879]
beta= [0.95]
Unilateral confidence interval (lower tail)= [-4.83649, 5.59515]
beta= [0.95]
Unilateral confidence interval (upper tail)= [0.211041, 12]
beta= [0.95]
mean= [2.66959]
standard deviation= [1.64028]
skewness= [0.435743]
kurtosis= [3.13766]
covariance= [[ 2.69053 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[mu : 2, sigma : 1.5, xi : -0.15]]
Standard representative= WeibullMax(beta = 1, alpha = 6.66667, gamma = 0)
mu= 2.0
sigma= 1.5
xi= -0.15
Actual distribution= WeibullMax(beta = 10, alpha = 6.66667, gamma = 12)
Distribution from actual distribution= GeneralizedExtremeValue(mu=2, sigma=1.5, xi=-0.15)
##################################################
Distribution GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0)
conversion as Gumbel(beta = 1.5, gamma = 2)
Elliptical = False
Continuous = True
oneRealization= [3.01681]
Point= [1.0]
ddf = [0.116989]
log pdf= [-1.68653]
pdf = [0.18516]
cdf= [0.142597]
ccdf= [0.857403]
survival= [0.857403]
Inverse survival= [0.354217]
Survival(inverse survival)= [0.95]
pdf gradient = [-0.116989,-0.0454479,0.0844441]
cdf gradient = [-0.18516,0.12344,-0.0617202]
quantile= [6.45529]
return level=5.375551
cdf(quantile)= 0.95
entropy=1.982681
Minimum volume interval= [-0.341999, 6.74221]
threshold= 0.95
Minimum volume level set= {x | f(x) <= 3.6093} with f=
MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0))
beta= [0.0270708]
Bilateral confidence interval= [0.0420159, 7.51437]
beta= [0.95]
Unilateral confidence interval (lower tail)= [-3.20963, 6.45529]
beta= [0.95]
Unilateral confidence interval (upper tail)= [0.354217, 50.3543]
beta= [0.95]
mean= [2.86582]
standard deviation= [1.92382]
skewness= [1.13955]
kurtosis= [5.4]
covariance= [[ 3.7011 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[mu : 2, sigma : 1.5, xi : 0]]
Standard representative= Gumbel(beta = 1, gamma = 0)
mu= 2.0
sigma= 1.5
xi= 0.0
Actual distribution= Gumbel(beta = 1.5, gamma = 2)
Distribution from actual distribution= GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0)
##################################################
Distribution GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15)
conversion as Frechet(beta = 10, alpha = 6.66667, gamma = -8)
Elliptical = False
Continuous = True
oneRealization= [1.37703]
Point= [1.0]
ddf = [0.127801]
log pdf= [-1.6163]
pdf = [0.198632]
cdf= [0.132842]
ccdf= [0.867158]
survival= [0.867158]
Inverse survival= [0.482513]
Survival(inverse survival)= [0.95]
pdf gradient = [-0.127801,-0.0472207,0.095424]
cdf gradient = [-0.198632,0.132422,-0.0685353]
quantile= [7.61316]
return level=6.015168
cdf(quantile)= 0.95
entropy=2.069263
Minimum volume interval= [-0.261956, 7.81353]
threshold= 0.95
Minimum volume level set= {x | f(x) <= 3.47643e+56} with f=
MinimumVolumeLevelSetEvaluation(GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15))
beta= [0]
Bilateral confidence interval= [0.22178, 9.35746]
beta= [0.95]
Unilateral confidence interval (lower tail)= [-8, 7.61316]
beta= [0.95]
Unilateral confidence interval (upper tail)= [0.482513, 1251.08]
beta= [0.95]
mean= [3.12484]
standard deviation= [2.45836]
skewness= [2.53025]
kurtosis= [19.2742]
covariance= [[ 6.04353 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[mu : 2, sigma : 1.5, xi : 0.15]]
Standard representative= Frechet(beta = 1, alpha = 6.66667, gamma = 0)
mu= 2.0
sigma= 1.5
xi= 0.15
Actual distribution= Frechet(beta = 10, alpha = 6.66667, gamma = -8)
Distribution from actual distribution= GeneralizedExtremeValue(mu=2, sigma=1.5, xi=0.15)
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