StatsEValueCDF

StatsEValueCDF (x, µ, σ)

The StatsEValueCDF function returns the extreme-value (type I, Gumbel) cumulative distribution function

$$\displaystyle F(x ; \mu, \sigma)=1-\exp \left(-\exp \left(\frac{x-\mu}{\sigma}\right)\right),$$

where σ > 0. This is also known as the "minimum" form or distribution of the smallest extreme. To obtain the distribution of the largest extreme reverse the sign of σ.

See Also

Statistical Analysis, StatsEValuePDF, StatsInvEValueCDF, StatsGEVCDF, StatsGEVPDF