Generalized extreme value distribution Parameter Estimation

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Wilmer Suarez
Wilmer Suarez le 6 Avr 2019
Réponse apportée : Torsten le 8 Avr 2019
Hello,
I'm trying to calculate the parameters needed to fit unknown data to the GEV distribution; but I'm having some trouble doing so.
According to wikipeida: https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
I can calculate this using the equations shown on the right. I can get the mean, mode, or Varience of the data I have and use it to solve for k (the shape parameter).
I can't seem to get it right.
How would I go about doing this?
Thank you

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Torsten
Torsten le 8 Avr 2019
https://de.mathworks.com/help/stats/gevfit.html

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