StatsInvEValueCDF

StatsInvEValueCDF (cdf, µ, σ)

The StatsInvEValueCDF function returns the inverse of the extreme-value (type I, Gumbel) cumulative distribution function

$$\displaystyle x=\mu+\sigma \ln [-\ln (1-c d f)],$$

wher σ>0. It returns NaN when cdf <0 or when cdf >1. This inverse applies to the "minimum" form of the distribution. Reverse the sign of σ to obtain the inverse distribution of the maximum form.

See Also

Statistical Analysis, StatsEValuePDF, StatsEValueCDF, StatsGEVCDF, StatsGEVPDF