import matplotlib.pyplot as plt
import numpy as np
import scipy.stats as st
import arviz as az
plt.style.use('arviz-darkgrid')
x = np.linspace(-10, 20, 200)
mus = [0., 4., -1.]
sigmas = [2., 2., 4.]
xis = [-0.3, 0.0, 0.3]
for mu, sigma, xi in zip(mus, sigmas, xis):
    pdf = st.genextreme.pdf(x, c=-xi, loc=mu, scale=sigma)
    plt.plot(x, pdf, label=rf'$\mu$ = {mu}, $\sigma$ = {sigma}, $\xi$={xi}')
plt.xlabel('x', fontsize=12)
plt.ylabel('f(x)', fontsize=12)
plt.legend(loc=1)
plt.show()