Maximum Extreme

Continuous distribution for modeling extreme events.

Parameters

Most Likely: Mode of the distribution.

Scale: Scale of the distribution.

Applications

Applied in modeling maximum losses and worst-case market moves, peak demand or prices, and the largest events in a stress test.

To apply Monte Carlo simulations to the inputs/outputs of your model, see the Scenarios - Monte Carlo module.

Maximum Extreme

Outputs

Plot: Histogram of the distribution with selected Confidence Interval.

Data: Confidence Intervals, Summary Statistics and Percentiles. See a sample Monte Carlo output.

View demo for Normal distribution

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