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THE FEUTEX TOOLKIT

Frechet Maximum Tail Model

Evaluate heavy-tailed maxima using a Frechet shape and scale.

Probability workspace● Runs in your browser
01 Your input
02 Your result
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FormulaCdf = exp(-((scale/x)**shape)); Density = shape/scale*(x/scale)**(-1-shape)*exp(-((scale/x)**shape)); Median = scale/log(2)**(1/shape)
Sources and model references

Made for real tasks

  • Evaluate heavy-tailed maxima using a Frechet shape and scale.
Explore step-by-step workflows →

Worked example

Inputs

Shape
3 number
Scale
2 number
Positive maximum value
4 number

Expected results

Cdf
0.8824969026 probability
Density
0.08273408462 number
Median
2.259894553 number

Load the example in the workspace to reproduce these results. Display rounding does not change the underlying calculation.

How to use this tool

  1. Enter shape, scale, positive maximum value.
  2. Use the displayed units and confirm the model assumptions.
  3. Calculate and compare the outputs against your input scenario.

Try this example

{
  "shape": 3,
  "scale": 2,
  "x": 4
}

Accuracy and scope

Zero-location Frechet model; parameters are inputs, not estimated. Tail modeling requires checking fit.

Is my data uploaded?

This tool runs locally in your browser. Input and output are not sent to a processing server. Copy or download your result before leaving the page.