Returns the inverse of the extreme value cumulative probability
distribution function.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
Visual Basic (Declaration) |
---|
Public Shared Function ExtremeValue ( _
p As Double, _
mu As Double, _
beta As Double _
) As Double |
Parameters
- p
- Type: System..::.Double
A double scalar value representing the probability for which
the inverse extreme value function is to be evaluated.
- mu
- Type: System..::.Double
A double scalar value representing the location parameter.
- beta
- Type: System..::.Double
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