Function Reference: gevpdf

statistics: y = gevpdf (x, k, sigma, mu)

Generalized extreme value (GEV) probability density function (PDF).

For each element of x, compute the probability density function (PDF) at x of the GEV distribution with shape parameter k, scale parameter sigma, and location parameter mu. The size of x is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.

References

  1. Rolf-Dieter Reiss and Michael Thomas. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. Chapter 1, pages 16-17, Springer, 2007.

See also: gevcdf, gevinv, gevrnd, gevfit, gevlike, gevstat

Source Code: gevpdf