Short introduction to the Generalized Extreme Values (GEV) distribution

Summary

J. W. Holmes proposes an introduction to the Generalized Extreme Values (GEV) distribution, with application for extreme wind velocities in his book: "Wind loading of structures" [1]. The present submision reproduces some the examples given in [1], with and without the Matlab statistics toolbox [2].

Content

The present submission contains:

• 2 functions fitGEV.m and mygevcdf.m

• One Matlab Livescript file Documentation.mlx, which reproduces some of the results given in [1]

• One .mat file EastSale.m

References:

[1] Holmes, J. D. (2015). Wind loading of structures. CRC Press.

[2] https://www.mathworks.com/products/statistics.html