FrechetDistribution
FrechetDistribution[α, β] represents the Fréchet distribution with shape parameter α and scale parameter β.
FrechetDistribution[α, β, μ] includes a location parameter μ.
Examples
Generate random samples:
RandomVariate[FrechetDistribution[2, 1], 5]Compute mean:
Mean[FrechetDistribution[3, 1]]
(* Gamma[1 - 1/3] *)Please visit the official Wolfram Language Reference for more details.