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Rayleigh and Extreme Value Distribution Type II (Fretech Distribution)

  1. Feb 17, 2012 #1
    I am looking for the equations to quantile estimation by Rayleigh, Extreme Value Type II Distributions (Frechet Distribution) and Weilbull 2P. I have checked several statistics books and web pages, trying to find those equations but haven't found anything. About Weibull Distribution, I found some information about quantile estimation for Weibull Distriution in the book by A. Ramachandra Rao, but the information is only on Weibull 3P.

    Can anyone recommend me some book or web page where to find them?

    Last edited: Feb 17, 2012
  2. jcsd
  3. Feb 17, 2012 #2


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    Science Advisor

    Hey af_231 and welcome to the forums.

    What you are looking to do is basically find a solution to your PDF where your upper limit is what you want to solve for.

    So say you want to find the 10% lower quantile. Basically you are solving the equation Integral f(x)dx from -infinity to a = 0.10 and you then solve for a.

    Depending on the integral you could use either an analytic method or you may have to use a numeric method, but either way this procedure is used regardless of the distribution (i.e. any valid f(x) that satisifies Kolmogorov Axioms).

    We can't really just give you the full answer here on PF because its against forum policy but if you have any further questions we will do our best to help you in the proper capacity.
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