The Metalog Distributions

Extreme Value Metalog

PDFs of metalogs, parameterized by 105 points from the generalized extreme value distribution, become visually indistinguishable from its PDF as number of metalog terms approaches 10. Best fit Pearson distribution is shown in red.

2-10 term metalog approximations of generalized extreme value distribution (mu=100,sigma=20,eta=-0.5)