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 parametermu
and scale parametersigma
, evaluated at the values inX
.X
,mu
, andsigma
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 formu
andsigma
are0
and1
, 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 negatingX
. SeeExtreme Value Distributionfor more details. Ifxhas a Weibull distribution, thenX= log(x) has the type 1 extreme value distribution.