f(x) = 1/b * e^{-(x-a)/b} * e^{-e-(x-a) / b}

- < x <

b > 0

where

a is the location parameter

b is the scale parameter

e is the
base of the natural logarithm, sometimes called Euler's e (2.71...)

This distribution is also sometimes referred to as the distribution of the largest extreme.

See also, Process Analysis.

The graphic above shows the shape of the *extreme value* distribution when the location parameter equals 0 and the scale parameter equals 1.