InvCdfExtremeValue Method |
Returns the inverse of the extreme value cumulative probability
distribution function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double ExtremeValue(
double p,
double mu,
double beta
)
Public Shared Function ExtremeValue (
p As Double,
mu As Double,
beta As Double
) As Double
public:
static double ExtremeValue(
double p,
double mu,
double beta
)
static member ExtremeValue :
p : float *
mu : float *
beta : float -> float
Parameters
- p
- Type: SystemDouble
A double scalar value representing the probability for which
the inverse extreme value function is to be evaluated.
- mu
- Type: SystemDouble
A double scalar value representing the location parameter.
- beta
- Type: SystemDouble
A double scalar value representing the scale parameter.
Return Value
Type:
Double
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