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

C#
public static double ExtremeValue(
	double p,
	double mu,
	double beta
)
Visual Basic (Declaration)
Public Shared Function ExtremeValue ( _
	p As Double, _
	mu As Double, _
	beta As Double _
) As Double
Visual C++
public:
static double ExtremeValue(
	double p, 
	double mu, 
	double beta
)

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