evpdf
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