This function evaluates the extreme value probability density function.

Function Return Value

EXVPR — Function value, the value of the probability density function.   (Output)

Required Arguments

X — Argument for which the extreme value probability density function is to be evaluated.   (Input)

AMU — Location parameter of the extreme value probability density function.   (Input)

BETA — Scale parameter of the extreme value probability density function.   (Input)

FORTRAN 90 Interface

Generic:                              EXVPR (X, AMU, BETA)

Specific:                             The specific interface names are S_EXVPR and D_EXVPR.

FORTRAN 77 Interface

Single:                                EXVPR (X, AMU, BETA)

Double:                              The double precision name is DEXVPR.

Description

The function EXVPR evaluates the extreme value probability density function, defined as

 

 

The extreme value distribution is also known as the Gumbel minimum distribution.

Example

In this example, we evaluate the extreme value probability density function at X = 2.0,
AMU = 0.0, BETA = 1.0.

 

      USE UMACH_INT
      USE EXVPR_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL X, AMU, B, PR

      CALL UMACH(2, NOUT)

      X = -2.0

      AMU = 0.0

      B = 1.0

      PR = EXVPR(X, AMU, B)

      WRITE (NOUT, 99999) X, AMU, B, PR

99999 FORMAT (' EXVPR(', F6.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)

      END

Output

 

 EXVPR( -2.00, 0.00, 1.00) = 0.1182

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