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Probabilities.GumbelCDFInv Method (double, double, double, bool)
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Gumbel distribution point percent function (PPF).

Syntax
C#
Visual Basic
public static double GumbelCDFInv(double p, double Mu, double beta, bool minimum);
Parameters
Parameters 
Description 
double p 
Probability, real positive value on closed interval [0,1]. 
double Mu 
Defines the location parameter. 
double beta 
Defines the scale parameter, positive real value. 
bool minimum 
Defines maximum or minimum Gumbel distrubution. If true, th routine calculates minimum Gumbel PDF If false, the routine calculates maximum Gumbel PDF. 
Returns

the Gumbel distribution point percent function (PPF) for probability p using the parameters Mu and beta. Parameter beta must be positive, otherwise the result is NAN.

Remarks

The inverse Gumbel cumulative distribution function is defined by the following equation: 

 

See Also
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