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

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
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public static double ExtremeValue(
	double p,
	double mu,
	double beta
)

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