MinStableDistribution
MinStableDistribution[μ, σ, ξ] represents a generalized minimum extreme value distribution with location parameter μ, scale parameter σ, and shape parameter ξ.
Examples
dist = MinStableDistribution[0, 1, 0.5];
Mean[dist]RandomVariate[MinStableDistribution[0, 1, 0], 5]Please visit the official Wolfram Language Reference for more details.