StatsGEVPDF

StatsGEVPDF (x, µ, σ, ξ)

The StatsGEVPDF function returns the generalized extreme value probability distribution function.

$$\displaystyle f(x, \mu, \sigma, \xi)=\frac{1}{\sigma}\left[1+\xi\left(\frac{x-\mu}{\sigma}\right)\right]^{(-1 / \xi)-1} \exp \left\{-\left[1+\xi\left(\frac{x-\mu}{\sigma}\right)^{-1 / \xi}\right]\right\},$$

where

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

and σ>0.

See Also

Statistical Analysis, StatsGEVCDF, StatsEValuePDF, StatsEValueCDF, StatsInvEValueCDF