Extreme Value Probability Calculator

Extreme Value Probability calculator; computes the integral and inverse integral for the Extreme Value distribution with location (threshold) and scale parameters. Plots of the probability density function and cumulative distribution function can also be requested.

Extreme

Element Name Description
Inverse Creates the inverse of the integral; specify a desired p-value (e.g., significance level) to compute the critical variate value for the respective distribution.
1 - Cumulative p Set this option to True to compute the (critical) variate value for the specified distribution based on a 1-cumulative-p value, or the 1-cumulative-p value based on a specified (critical) variate value.
Plots density function Plots the probability density function.
Plots distribution function Plots the distribution function.
Variate value x Specifies the (critical) variate value for the computations.
p-value Specifies p-value for computations.
Location parameter Specifies the value of the location parameter for computations.
Scale parameter Specifies the value of the scale parameter for computations.