IMSL C# Numerical Library

Cdf.ExtremeValueProb Method

Evaluates the extreme value probability density function.

public static double ExtremeValueProb(
   double x,
   double mu,
   double beta
);

Parameters

x: A double scalar value representing the argument at which the function is to be evaluated.
mu: A double scalar value representing the location parameter.
beta: A double scalar value representing the scale parameter.

Return Value

a double scalar value representing the probability density function at x.

See Also

Cdf Class | Imsl.Stat Namespace | Example