Probabilities.GumbelCDF Function

Gumbel cumulative distribution function (CDF).

Pascal

function GumbelCDF(x: double; Mu: double; beta: double; minimum: boolean): double; overload;

Parameters	Description
x	Function domain, real value.
Mu	Defines the location parameter.
beta	Defines the scale parameter, positive real value.
minimum	Defines maximum or minimum Gumbel distrubution. If true, th routine calculates minimum Gumbel PDF If false, the routine calculates maximum Gumbel PDF.

the Gumbel cumulative distribution function (CDF) for value x by using parameters Mu and beta.

Gumbel cumulative distribution function is defined by the following equation: