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Probabilities.GenExtValuePDF Method
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Generalized extreme value probability density function (PDF).

Syntax
C#
Visual Basic
public static double GenExtValuePDF(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 probability density function (PDF) for value x using the parameters k, Mu and sigma.

Remarks

Calculates the Generalized extreme value distribution probability density function, defined by the equation: 

 

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