EXVDF
This function evaluates the extreme value cumulative distribution function.
Function Return Value
EXVDF — Function value, the probability that an extreme value random variable takes a value less than or equal to X. (Output)
Required Arguments
X — Argument for which the extreme value cumulative distribution function is to be evaluated. (Input)
AMU — Location parameter of the extreme value probability distribution function. (Input)
BETA — Scale parameter of the extreme value probability distribution function. (Input)
FORTRAN 90 Interface
Generic: EXVDF (X, AMU, BETA)
Specific: The specific interface names are S_EXVDF and D_EXVDF.
FORTRAN 77 Interface
Single: EXVDF (X, AMU, BETA)
Double: The double precision name is DEXVDF.
Description
The function EXVDF evaluates the extreme value cumulative distribution function, defined as
The extreme value distribution is also known as the Gumbel minimum distribution.
Example
In this example, we evaluate the probability function at X = 1.0, AMU = 0.0, BETA = 1.0.
USE UMACH_INT
USE EXVDF_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, AMU, B, PR
CALL UMACH(2, NOUT)
X = 1.0
AMU = 0.0
B = 1.0
PR = EXVDF(X, AMU, B)
WRITE (NOUT, 99999) X, AMU, B, PR
99999 FORMAT (' EXVDF(', F6.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
EXVDF( 1.00, 0.00, 1.00) = 0.9340
Published date: 03/19/2020
Last modified date: 03/19/2020
