Median parameterization of the Fréchet pdf.
Usage
dfrechet_median(x, mu, nu)
Arguments
- x
x value space, x > 0
- mu
Median
- nu
Shape
Value
dfrechet(x | mu, nu)
Details
Define scale parameter sigma as
$$\sigma(\mu, \nu) := \mu / \Gamma(1 - 1 / \nu)$$
The Frechet distribution has density
$$f(y) = (\nu /\sigma) * (y / \sigma)^{-(1 - \nu)} * exp(-(y / \sigma)^{-\nu}) $$
Examples
x <- seq(from = 0.1, to = 20, length.out = 1000)
plot(x, dfrechet_median(x, mu = 6, nu = 4), type = "l")
