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Extreme Value Distribution From a Gaussian. I was wondering how the parametrization of $\alpha$ and $\beta$ of a Gumbel $e^{-e^{-\frac{x-\alpha }{\beta }}}$ was done in terms of a cumulative Gaussian $F(x)^n$ (where $n$ is the number of observations) and inverse cumulative error functions, where $\alpha$ and $\beta$ are $-\sqrt{2} \text{ erfc}^{-1}\left(2-\frac{2}{n}\right)$ and $\sqrt{2} \left(\text{erfc}^{-1}\left(2-\frac{2}{n}\right)-\text{erfc}^{-1}\left(2-\frac{2}{e n}\right)\right)$ respectively. Thanks in advance.

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    $\begingroup$ Does not this answer suffice? $\endgroup$
    – Konstantin
    Commented Dec 8, 2020 at 7:52

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