Generalized extreme value cumulative distribution function (CDF).
Parameters |
Description |
x |
Distribution domain, real value, valid if the relation k*(x-Mu)/sigma >-1 |
k |
Defines distribution shape parameter, real value. |
Mu |
Defines distribution location parameter, real value. |
sigma |
Defines distribution scale parameter, positive real value. |
the Generalized extreme value cumulative distribution function (CDF) for value x using the parameters k, Mu and sigma.
The Generalized Extreme Value distribution CDF is defined by the following equation:
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