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Probabilities.GenExtValueCDF Method
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Generalized extreme value cumulative distribution function (CDF).

Syntax
C#
Visual Basic
public static double GenExtValueCDF(double x, double k, double Mu, double sigma);
Parameters
Parameters 
Description 
double x 
Distribution domain, real value, valid if the relation k*(x-Mu)/sigma >-1 
double k 
Defines distribution shape parameter, real value. 
double Mu 
Defines distribution location parameter, real value. 
double sigma 
Defines distribution scale parameter, positive real value. 
Returns

the Generalized extreme value cumulative distribution function (CDF) for value x using the parameters k, Mu and sigma.

Remarks

The Generalized Extreme Value distribution CDF is defined by the following equation: 

 

See Also
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