IMSL C# Numerical Library

Cdf.InverseExtremeValue Method 

Returns the inverse of the extreme value cumulative probability distribution function.

public static double InverseExtremeValue(
   double p,
   double mu,
   double beta
);

Parameters

p
A double scalar value representing the probability for which the inverse extreme value 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. The probability that an extreme value random variable takes a value less than or equal to this returned value is p.

See Also

Cdf Class | Imsl.Stat Namespace