Summary
Gumbel PDF.Unit
Probabilities
Declaration
Function GumbelPDF(x: TSample; mu, beta: Tsample; minimum: boolean): TSample;
| Parameter | Description |
|---|---|
| x | Defines distribution parameter, valid on [0,INF) interval. |
| mu | Defines the location parameter. |
| beta | Defines the scale parameter. Beta must be positive scalar. |
| minimum | If true, th routine calculates minimum Gumbel PDF. If false, the routine calculates maximum Gumbel PDF. |
Result
the Gumbel probability density function (PDF) for value x by using parameters mu and beta.Description
Calculates Gumbel (minimum or maximum) distribution probabilty density function, defined by the following equation:
The Gumbel distribution is a special case of the Generalized Extreme Value distribution. It used in industry in QA/QC applications and in the environmental sciences to model extreme values associated with flooding and rainfall. The Gumbel distribution takes its name from Emil J. Gumbel. Parameters:
- mu
- beta: (0,INF]
Categories
Continuous probabilities| See Also |
|---|
| GumbelCDF |
| GumbelCDFInv |
Declaration
Procedure GumbelPDF(X: TDenseMtxVec; mu, beta: TSample; minimum: boolean; Res: TDenseMtxVec);
Description
Calculates the Gumbel PDF for vector X 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.| Copyright 2008 Dew Research |