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StatsGEVCDF

StatsGEVCDF (x, µ, σ, ξ)​

The StatsGEVCDF function returns the generalized extreme value cumulative distribution function.

F(x,μ,σ,ξ)=exp⁡{−[1+ξ(x−μσ)−1/ξ]},\displaystyle F(x, \mu, \sigma, \xi)=\exp \left\{-\left[1+\xi\left(\frac{x-\mu}{\sigma}\right)^{-1 / \xi}\right]\right\},

where

1+ξ(x−μσ)>0,\displaystyle 1+\xi\left(\frac{x-\mu}{\sigma}\right)>0,

and σ>0.

See Also​

Statistical Analysis, StatsGEVPDF, StatsEValuePDF, StatsEValueCDF, StatsInvEValueCDF