evpdf
Extreme value probability density function
Syntax
Y = evpdf(X,mu,sigma)
Description
Y = evpdf(X,mu,sigma) returns the pdf of
the type 1 extreme value distribution with location parameter mu and
scale parameter sigma, evaluated at the values
in X. X, mu,
and sigma can be vectors, matrices, or multidimensional
arrays that all have the same size. A scalar input is expanded to
a constant array of the same size as the other inputs. The default
values for mu and sigma are 0 and 1,
respectively.
The type 1 extreme value distribution is also known as the Gumbel
distribution. The version used here is suitable for modeling minima;
the mirror image of this distribution can be used to model maxima
by negating X. See Extreme Value Distribution for more details. If x has
a Weibull distribution, then X = log(x)
has the type 1 extreme value distribution.
Extended Capabilities
Version History
Introduced before R2006a
