Function Reference: evpdf

statistics: y = evpdf (x)
statistics: y = evpdf (x, mu)
statistics: y = evpdf (x, mu, sigma)

Extreme value probability density function (PDF).

y = evpdf (x, mu, sigma) returns the pdf of the type 1 extreme value distribution with location parameter mu and scale parameter sigma. The size of x is the common size of p, mu and sigma. A scalar input functions as a constant matrix of the same size as the other inputs.

Default values are mu = 0, sigma = 1.

The type 1 extreme value distribution is also known as the Gumbel distribution. The version used here is suitable for modeling minima; the mirror image of this distribution can be used to model maxima by negating x. If y has a Weibull distribution, then x = log (y) has the type 1 extreme value distribution.

See also: evcdf, evinv, evrnd, evfit, evlike, evstat

Source Code: evpdf