Summary
Gumbel distribution point percent function (PPF).Unit
Probabilities
Declaration
Procedure GumbelCDFInv(P: TDenseMtxVec; mu, beta: TSample; minimum: boolean; Res: TDenseMtxVec);
Description
Calculates the inverse Gumbel CDF for probability vector P using the parameters A and B. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.Declaration
Function GumbelCDFInv(p: TSample; mu, beta: Tsample; minimum: boolean): TSample;
Result
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. The inverse Gumbel cumulative distribution function is defined by the following equation:
Categories
Continuous probabilities| See Also |
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| GumbelPDF |
| GumbelCDF |
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