Extreme Value Distribution for the Probability Distribution Calculator
- Density Function
- The extreme value (Type I) distribution has the probability density function:
f(x) = 1/b * e[-(x-a)/b] * e**{-e[-(x-a)/b]}
-∞ < x < ∞, b > 0
where
- Distribution Function
- The cumulative distribution function (the term was first introduced by Wilks, 1943) for the Extreme Value distribution is:
F(x) = e**{-e[-(x-a)/b]}
- V
- This field displays the current variate value for the Extreme Value distribution. When you edit this value (either manually or with the microscrolls), Statistica computes the associated p-value for the specified parameters.
- p
- This field displays the p-value computed from the specified variate value and parameters or you can enter a desired p-value (either manually or edit the existing value with the microscrolls) and compute the critical value of the distribution for the specified parameters.
- Location, Scale
- Specify here the threshold and scale parameters of the distribution, a and b, respectively. If this parameter is changed, then the p-value will be recomputed based on the respective variate value.
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