Math Problem Statement

Probability density function and cumulative distribution function of a generalized extreme value distribution.

Solution

It seems you've uploaded a mathematical formula related to a distribution function. Here's a summary of what the formulas describe:

  1. Probability Density Function (PDF): The first formula provides the probability density function f(xξ,σ,u)f(x|\xi, \sigma, u) which describes how probabilities are distributed over the values of xx. There are different expressions for different conditions based on the value of ξ\xi. Specifically:

    • When ξ0\xi \neq 0, the function involves a term like 1+ξ(xuσ)1 + \xi \left(\frac{x - u}{\sigma}\right) raised to a power depending on ξ\xi.
    • When ξ=0\xi = 0, the function simplifies to an exponential form.
  2. Cumulative Distribution Function (CDF): The second formula defines the cumulative distribution function F(xξ,σ,u)F(x|\xi, \sigma, u), which is the probability that XX will take a value less than or equal to xx. Similar to the PDF, the CDF also has different forms depending on whether ξ\xi is zero or not.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Extreme Value Theory
Statistical Distributions

Formulas

f(x|ξ,σ,u) = (1/σ) * [1 + ξ * ((x - u) / σ)]^(-1/ξ - 1), ξ ≠ 0
f(x|ξ,σ,u) = (1/σ) * exp(-(x - u) / σ), ξ → 0
F(x|ξ,σ,u) = 1 - [1 + ξ * ((x - u) / σ)]^(-1/ξ), ξ ≠ 0
F(x|ξ,σ,u) = 1 - exp(-(x - u) / σ), ξ → 0

Theorems

Extreme Value Theorem
Generalized Extreme Value Distribution

Suitable Grade Level

Undergraduate Level (Statistics, Probability Theory)